Inequalities for rare events in time-reversible Markov chains II
Stochastic Processes and their ApplicationsPublished 1 January 1993
David Aldous, Mark Brown
Citations68
SJR quartileQ1
SJR score0.97
SNIP1.13
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Abstract
A previous paper discussed explicit bounds in the exponential approximation for the distribution of the waiting time until a stationary reversible Markov chain first enters a 'rare' subset of states. In this paper Stein's method is used to get explicit (but complicated) bounds on the Poisson approximation for the number of non-adjacent visits to a rare subset.
Keywords
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