Uniform concentration inequality for ergodic diffusion processes observed at discrete times
Year of publication: |
2013
|
---|---|
Authors: | Galtchouk, L. ; Pergamenshchikov, S. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 1, p. 91-109
|
Publisher: |
Elsevier |
Subject: | Concentration inequality | Ergodic diffusion processes | Geometric ergodicity | Markov chains | Tail distribution | Upper exponential bound |
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