Chains of Rare Events
نویسندگان
چکیده
منابع مشابه
Statistical Monitoring of Rare Events in Healthcare
There are miscellaneous quality characteristics in healthcare which are interested to be monitored. However, monitoring each characteristic needs a special statistical method. There are some characteristics with very small incidence rates that it’s usually considered not to be necessary to monitoring them, since their incidence rates are so small that p and np charts are not able to monitor t...
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The distribution of waiting time until a rare event is often approximated by the exponential distribution. In the context of rst hitting times for stationary reversible chains, the error has a simple explicit bound involving only the mean waiting time ET and the relaxation time of the chain. We recall general upper and lower bounds on ET and then discuss improvements available in the case ET wh...
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A previous paper discussed explicit bounds in the exponential approximation for the distribution of the waiting time until a stationary reversible Markov chain rst 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.
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1946
ISSN: 0003-4851
DOI: 10.1214/aoms/1177731022