Edge occupation measure for a reversible Markov chain (Q1960732)
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scientific article; zbMATH DE number 1388280
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edge occupation measure for a reversible Markov chain |
scientific article; zbMATH DE number 1388280 |
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Edge occupation measure for a reversible Markov chain (English)
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16 January 2000
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The author studies the Gaussian fluctuations of the edge occupation measure for a reversible Markov chain and gives a nice description of the covariance matrix. Then some large deviations results concerning this occupation measure are given.
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Gaussian fluctuations
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edge occupation measure
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large deviations
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limit theorems
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