Electronic Communications in Probability

Electronic Communications in Probability > Vol. 4 (1999) > Paper 11

Edge Occupation Measure for a Reversible Markov Chain

Nadine Guillotin, Université Claude Bernard - Lyon 1

Abstract
In this note, we study the Gaussian fluctuations of the edge occupation measure for a reversible Markov chain and give a nice description of the covariance matrix. Then we give some large deviations results concerning this occupation measure.

Full text: PDF

Pages: 87--90

Published on: October 18, 1999

Bibliography

Dembo, A., Zeitouni, O., Large Deviations Techniques and Applications, Jones and Bartlett Publishers(1992) Math Review link
Gordin, M. I., Lifsic, B. A., The central limit theorem for stationary Markov processes, Soviet Math. Dokl., (1978), Vol. 19, No.2, 392--394. Math Review link
Kemeny, J.G., Snell, J. L., Finite Markov Chains, Springer Verlag, New York (1976) Math Review link

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Electronic Communications in Probability. ISSN: 1083-589X