  We consider LSTD($\lambda$), the least-squares temporal-difference algorithm
with eligibility traces algorithm proposed by Boyan (2002). It computes a
linear approximation of the value function of a fixed policy in a large Markov
Decision Process. Under a $\beta$-mixing assumption, we derive, for any value
of $\lambda \in (0,1)$, a high-probability estimate of the rate of convergence
of this algorithm to its limit. We deduce a high-probability bound on the error
of this algorithm, that extends (and slightly improves) that derived by Lazaric
et al. (2012) in the specific case where $\lambda=0$. In particular, our
analysis sheds some light on the choice of $\lambda$ with respect to the
quality of the chosen linear space and the number of samples, that complies
with simulations.
