The Annals of Applied Probability

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

I. H. Dinwoodie

Full-text: Open access

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.

Article information

Source
Ann. Appl. Probab., Volume 5, Number 1 (1995), 37-43.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1177004826

Digital Object Identifier
doi:10.1214/aoap/1177004826

Mathematical Reviews number (MathSciNet)
MR1325039

Zentralblatt MATH identifier
0829.60022

JSTOR
links.jstor.org

Subjects
Primary: 60F10: Large deviations

Keywords
Markov chain occupation measure expander graphs Metropolis algorithm

Citation

Dinwoodie, I. H. A Probability Inequality for the Occupation Measure of a Reversible Markov Chain. Ann. Appl. Probab. 5 (1995), no. 1, 37--43. doi:10.1214/aoap/1177004826. https://projecteuclid.org/euclid.aoap/1177004826


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