Komlós–Major–Tusnády approximation

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1Markov models / Markov chain / Poisson distribution / Poisson process / Normal distribution / Markov property / Mixing / Komlós–Major–Tusnády approximation / János Komlós / Statistics / Markov processes / Stochastic processes

Strong approximation for additive functionals of geometrically ergodic Markov chains F. Merlevèdea and E. Riob a Université Paris Est, LAMA (UMR 8050), UPEM, CNRS, UPEC. 5 Boulevard Descartes,

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Source URL: hal.archives-ouvertes.fr

Language: English - Date: 2014-07-23 10:13:30
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