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Majorations de Chernoff pour des chaînes de Markov contrôlees. (French) Zbl 0397.60051


MSC:

60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
62L10 Sequential statistical analysis
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References:

[1] Donsker-Varadhan, Asymptotic evaluation of certain process expectations for large time, Comm. Pure Appl. Math. I, 28, 1-47 (1975) · Zbl 0323.60069
[2] Neveu, J.: Base mathématique du calcul des probabilités. Paris: Masson & Cie. · Zbl 0203.49901
[3] Topsöe, F., Topology and measure (1970), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0197.33301
[4] Ueno, Some limit theorems for temporally discrete Markov processes, Fac. Sci. University Tokyo, I, 7 (1957) · Zbl 0077.33201
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