Edge occupation measure for a reversible Markov chain
type: Item
instance of: scholarly article
title: Edge occupation measure for a reversible Markov chain
zbMATH Open document ID: 0939.60085
author: N. Guillotin
published in: Electronic Communications in Probability
publication date: 2000-01-16T00:00:00Z
full work available at URL: https://eudml.org/doc/120377
full work available at URL: paper11.abs.html
review text: 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.
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 1388280
zbMATH Keywords: Gaussian fluctuations
zbMATH Keywords: edge occupation measure
zbMATH Keywords: large deviations
zbMATH Keywords: limit theorems
reviewed by: Sophia L. Kalpazidou
MaRDI profile type: Publication
DOI: 10.1214/ECP.V4-1009
description: scientific article; zbMATH DE number 1388280