Transition probability estimates for reversible Markov chains.
Telecs, András (2000)
Electronic Communications in Probability [electronic only]
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Telecs, András (2000)
Electronic Communications in Probability [electronic only]
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Pierre Pudlo (2010)
ESAIM: Probability and Statistics
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To establish lists of words with unexpected frequencies in long sequences, for instance in a molecular biology context, one needs to quantify the exceptionality of families of word frequencies in random sequences. To this aim, we study large deviation probabilities of multidimensional word counts for Markov and hidden Markov models. More specifically, we compute local Edgeworth expansions of arbitrary degrees for multivariate partial sums of lattice valued functionals of finite...
Bressaud, Xavier, Fernández, Roberto, Galves, Antonio (1999)
Electronic Journal of Probability [electronic only]
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Bernard Ycart (1999)
ESAIM: Probability and Statistics
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Persi Diaconis (2005)
Annales de l'I.H.P. Probabilités et statistiques
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Dalal, Avinash, Schmutz, Eric (2002)
The Electronic Journal of Combinatorics [electronic only]
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Diaconis, Persi, Holmes Susan (2002)
Electronic Journal of Probability [electronic only]
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Mariusz Górajski (2009)
Annales UMCS, Mathematica
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In this paper we consider an absorbing Markov chain with finite number of states. We focus especially on random walk on transient states. We present a graph reduction method and prove its validity. Using this method we build algorithms which allow us to determine the distribution of time to absorption, in particular we compute its moments and the probability of absorption. The main idea used in the proofs consists in observing a nondecreasing sequence of stopping times. Random walk on...
Heck, Matthias K., Maaouia, Faïza (2001)
Electronic Journal of Probability [electronic only]
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Gayrard, Véronique, Ben Arous, Gérard (2008)
Electronic Journal of Probability [electronic only]
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David J. Aldous (1983)
Séminaire de probabilités de Strasbourg
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Roberts, Gareth O., Rosenthal, Jeffrey S. (1997)
Electronic Communications in Probability [electronic only]
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