A probability inequality for the occupation measure of a reversible Markov chain (Q1894614)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probability inequality for the occupation measure of a reversible Markov chain |
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A probability inequality for the occupation measure of a reversible Markov chain (English)
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10 August 1995
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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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large deviations
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Metropolis algorithm
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reversible Markov chain
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occupation measure
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stationary probability
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