INEQUALITIES FOR RARE EVENTS IN TIME-REVERSIBLE MARKOV-CHAINS .2.

被引：25
|
作者：
ALDOUS, DJ
BROWN, M
机构：
[1] UNIV CALIF BERKELEY,DEPT STAT,BERKELEY,CA 94720
[2] CUNY CITY COLL,DEPT MATH,NEW YORK,NY 10031
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1993年 / 44卷 / 01期
关键词：
D O I：
10.1016/0304-4149(93)90035-3
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
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页码：15 / 25
页数：11
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