Edge Occupation Measure for a Reversible Markov Chain

Nadine Guillotin (Université Claude Bernard - Lyon 1)

Abstract


In this note, we study the Gaussian fluctuations of the edge occupation measure for a reversible Markov chain and give a nice description of the covariance matrix. Then we give some large deviations results concerning this occupation measure.

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Pages: 87--90

Publication Date: October 18, 1999

DOI: 10.1214/ECP.v4-1009

References

  1. Dembo, A., Zeitouni, O., Large Deviations Techniques and Applications, Jones and Bartlett Publishers(1992) Math Review link
  2. Gordin, M. I., Lifsic, B. A., The central limit theorem for stationary Markov processes, Soviet Math. Dokl., (1978), Vol. 19, No.2, 392--394. Math Review link
  3. Kemeny, J.G., Snell, J. L., Finite Markov Chains, Springer Verlag, New York (1976) Math Review link
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