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A probability inequality for the occupation measure of a reversible Markov chain. (English) Zbl 0829.60022

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)

MSC:

60F10 Large deviations
Full Text: DOI