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