QUASI-ERGODICITY FOR ABSORBING MARKOV PROCESSES VIA DEVIATION INEQUALITY

Chen, JW; Jian, SQ

Jian, SQ (reprint author), Capital Univ Econ & Business, Sch Stat, Beijing, Peoples R China.

ESAIM-PROBABILITY AND STATISTICS, 2017; 21 ( ): 159

Abstract

In this note, taking the killed Brownian motion as an illustrative model, we derive a conditional deviation inequality for integral(t)(0) V (X-s) ds f......

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