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1999 Edge Occupation Measure for a Reversible Markov Chain
Nadine Guillotin
Author Affiliations +
Electron. Commun. Probab. 4: 87-90 (1999). DOI: 10.1214/ECP.v4-1009

Abstract

In this note, we study the Gaussian fluctuations of the edge occupation measure for a reversible Markov chain and give a nice description of the covariance matrix. Then we give some large deviations results concerning this occupation measure.

Citation

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Nadine Guillotin. "Edge Occupation Measure for a Reversible Markov Chain." Electron. Commun. Probab. 4 87 - 90, 1999. https://doi.org/10.1214/ECP.v4-1009

Information

Accepted: 18 October 1999; Published: 1999
First available in Project Euclid: 2 March 2016

zbMATH: 0939.60085
MathSciNet: MR1741735
Digital Object Identifier: 10.1214/ECP.v4-1009

Subjects:
Primary: 60J15

Keywords: Large Deviations Principle , limit theorems , Markov chain

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