Inequalities for rare events in time-reversible Markov chains II

David J. Aldous and Mark Brown

Stochastic Processes and their Applications, 1993, vol. 44, issue 1, 15-25

Abstract: 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.

Date: 1993
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