A Probability Inequality for the Occupation Measure of a Reversible Markov Chain
Open Access
- 1 February 1995
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Applied Probability
- Vol. 5 (1) , 37-43
- https://doi.org/10.1214/aoap/1177004826
Abstract
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.Keywords
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