Occupation measure for random walk on the circle

DOI10.1007/BF02218049MaRDI QIDQ1900168zbMATH OpenFDO

Authors I. H. Dinwoodie

Publication date 17 October 1995

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02218049

zbMATH Keywords

occupation measurerandom walkrelative occupation time

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50)

Review text

Let \(0 = X_1, X_2, \ldots\) be a random walk on \(Z/pZ\) with transition probabilities \(\pi_{i,i - 1} = \pi_{i,i} = \pi_{i,i + 1} = 1/3\) with indices \(\text{mod} p\). The paper gives bounding probabilities of deviation of the relative occupation time of the process on an interval of the circle.

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Cites work

• A Chernoff Bound for Random Walks on Expander Graphs
• A probability inequality for the occupation measure of a reversible Markov chain
• Asymptotic evaluation of certain markov process expectations for large time, I
• Central limit theorems and statistical inference for finite Markov chains
• scientific article; zbMATH DE number 44579 (Why is no real title available?)
• Störungstheorie der Spektralzerlegung. 4. Mitt

Cited in

(1)

• scientific article; zbMATH DE number 2046387 (Why is no real title available?)

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