Sharp Tail Bounds for Functionals of Markov Chains

Niveau: Supérieur
Sharp Tail Bounds for Functionals of Markov Chains – Journees de Probabilite - Lille 2008 Stephan Clemenc¸on Telecom ParisTech - LTCI UMR CNRS/Telecom ParisTech No 5141 Joint work with Patrice Bertail (Modal'x - Universite Paris X) Stephan Clemenc¸on (LTCI) Tail bounds for Markov chains 05/09/2008 1 / 21

• ltci umr


• mx n?2


• journees de probabilite - lille


• markov chain theory


• instantaneous functionals


• markov chains