Inequalities for rare events in time-reversible Markov chains II
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.
Year of publication: |
1993
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Authors: | Aldous, David J. ; Brown, Mark |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 44.1993, 1, p. 15-25
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Publisher: |
Elsevier |
Saved in:
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