A Probability Inequality for the Occupation Measure of a Reversible Markov Chain

A Probability Inequality for the Occupation Measure of a Reversible Markov Chain

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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Veröffentlicht in:The Annals of applied probability 1995-02, Vol.5 (1), p.37-43
1. Verfasser: Dinwoodie, I. H.
Format: Artikel
Sprache:eng
Schlagworte:
60F10
Eigenvectors
expander graphs
Markov chain
Markov chains
Mathematical constants
Mathematics
Matrices
Metropolis algorithm
Metropolitan areas
occupation measure
Random walk
Vertices
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Beschreibung
Zusammenfassung: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.
ISSN:1050-5164
2168-8737
DOI:10.1214/aoap/1177004826