Inequalities for rare events in time-reversible Markov chains. II

DOI10.1016/0304-4149(93)90035-3zbMath0812.60054WikidataQ105583610 ScholiaQ105583610MaRDI QIDQ1208928

Mark Brown, David J. Aldous

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90035-3

zbMATH Keywords

Stein's method; Poisson approximation; exponential approximation

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

Related Items

A probabilistic proof of Cooper and Frieze's "First Visit Time Lemma", Conditioned, quasi-stationary, restricted measures and escape from metastable states, Mean field conditions for coalescing random walks, Tight Markov chains and random compositions, Potential well spectrum and hitting time in renewal processes, Metastability for general dynamics with rare transitions: escape time and critical configurations, Inequalities for rare events in time-reversible Markov chains. II, Runs of geometrically distributed random variables: A probabilistic analysis, Sharp bounds for exponential approximations of NWUE distributions, Exponential convergence for attractive reversible subcritical nearest particle systems, Giant vacant component left by a random walk in a random \(d\)-regular graph, Exact results on the first hitting via conditional strong quasi-stationary times and applications to metastability, Metastable distributions of Markov chains with rare transitions, New rates for exponential approximation and the theorems of Rényi and Yaglom, Hitting times of rare events in Markov chains, Distinctness of compositions of an integer: A probabilistic analysis, Critical window for the vacant set left by random walk on random regular graphs, Entry time statistics to different shrinking sets, Slow Transitions and Starvation in Dense Random-Access Networks

Cites Work

• Unnamed Item
• Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation
• Two moments suffice for Poisson approximations: The Chen-Stein method
• Probability approximations via the Poisson clumping heuristic
• Inequalities for rare events in time-reversible Markov chains. II
• Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
• Some applications of the Stein-Chen method for proving Poisson convergence