Dinwoodie, I. H. A probability inequality for the occupation measure of a reversible Markov chain. (English) Zbl 0829.60022 Ann. Appl. Probab. 5, No. 1, 37-43 (1995). A bound is given for a reversible Markov chain on the probability that the occupation measure of a set exceeds the stationary probability of the set by a positive quantity. Reviewer: O.Brockhaus (Bonn) Cited in 14 Documents MSC: 60F10 Large deviations Keywords:large deviations; Metropolis algorithm; reversible Markov chain; occupation measure; stationary probability × Cite Format Result Cite Review PDF Full Text: DOI