Inequalities for rare events in time-reversible Markov chains. II

DOI10.1016/0304-4149(93)90035-3zbMath0812.60054OpenAlexW2083662966WikidataQ105583610 ScholiaQ105583610MaRDI QIDQ1208928

Mark Brown, David J. Aldous

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90035-3

zbMATH Keywords

Stein's methodPoisson approximationexponential approximation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites Work

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• Extreme value theory for dependent sequences via the Stein-Chen method of Poisson approximation
• Two moments suffice for Poisson approximations: The Chen-Stein method
• Probability approximations via the Poisson clumping heuristic
• Inequalities for rare events in time-reversible Markov chains. II
• Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
• Some applications of the Stein-Chen method for proving Poisson convergence

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