A Probability Inequality for the Occupation Measure of a Reversible Markov Chain

I. H. Dinwoodie

doi:10.1214/aoap/1177004826

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Home > Journals > Ann. Appl. Probab. > Volume 5 > Issue 1 > Article

February, 1995 A Probability Inequality for the Occupation Measure of a Reversible Markov Chain

I. H. Dinwoodie

Ann. Appl. Probab. 5(1): 37-43 (February, 1995). DOI: 10.1214/aoap/1177004826

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Abstract

A bound is given for a reversible Markov chain on the probability that the occupation measure of a set exceeds the stationary probability of the set by a positive quantity.

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I. H. Dinwoodie. "A Probability Inequality for the Occupation Measure of a Reversible Markov Chain." Ann. Appl. Probab. 5 (1) 37 - 43, February, 1995. https://doi.org/10.1214/aoap/1177004826

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Published: February, 1995

First available in Project Euclid: 19 April 2007

zbMATH: 0829.60022

MathSciNet: MR1325039

Digital Object Identifier: 10.1214/aoap/1177004826

Subjects:

Primary: 60F10

Keywords: Expander graphs , Markov chain , Metropolis algorithm , occupation measure

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Ann. Appl. Probab.

Vol.5 • No. 1 • February, 1995

Institute of Mathematical Statistics

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I. H. Dinwoodie "A Probability Inequality for the Occupation Measure of a Reversible Markov Chain," The Annals of Applied Probability, Ann. Appl. Probab. 5(1), 37-43, (February, 1995)

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