Geodesic
Inequalities for transition probabilities with taboos and their applications
Sbornik. Mathematics, Tome 37 (1980) no. 4, pp. 451-488

Voir la notice de l'article provenant de la source Math-Net.Ru

For geometrically ergodic Markov chains explicit estimates are obtained for the accuracy of approximation of transition probabilities with taboos $_Hp^{(t)}(x,B)$ by the variables $(1-\pi(H))^{t-1}\pi(B)$, where $\pi(\,\cdot\,)$ is a stationary distribution. These estimates are used for the proof of limit theorems on the distribution of the moment of first entry of the trajectory of a Markov chain into a given set and on the distribution of the number of states appearing in a segment of the trajectory of a Markov chain a given number of times. Bibliography: 24 titles. 
@article{SM_1980_37_4_a0,
     author = {A. M. Zubkov},
     title = {Inequalities for transition probabilities with taboos and their applications},
     journal = {Sbornik. Mathematics},
     pages = {451--488},
     publisher = {mathdoc},
     volume = {37},
     number = {4},
     year = {1980},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_1980_37_4_a0/}
}
TY  - JOUR
AU  - A. M. Zubkov
TI  - Inequalities for transition probabilities with taboos and their applications
JO  - Sbornik. Mathematics
PY  - 1980
SP  - 451
EP  - 488
VL  - 37
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SM_1980_37_4_a0/
LA  - en
ID  - SM_1980_37_4_a0
ER  - 
%0 Journal Article
%A A. M. Zubkov
%T Inequalities for transition probabilities with taboos and their applications
%J Sbornik. Mathematics
%D 1980
%P 451-488
%V 37
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SM_1980_37_4_a0/
%G en
%F SM_1980_37_4_a0
A. M. Zubkov. Inequalities for transition probabilities with taboos and their applications. Sbornik. Mathematics, Tome 37 (1980) no. 4, pp. 451-488. http://geodesic.mathdoc.fr/item/SM_1980_37_4_a0/