function p = probdev0(A,C,phi) % the probability that the rv. phi(X), with X ~ Markov(A,C) % deviates from its mean % by at least delta*n %%by 1 [m,m,t] = size(A); if ~exist('C','var') C = ones(m,1)/m; end n = t+1; dims = repmat([m],[1 n]); P = zeros(m^n,1); F = zeros(m^n,1); for xind=1:m^n x = ind2coord(xind,dims); P(xind) = Pr(A,C,x); F(xind) = phi(xind); end Ef = P'*F; del = abs(F-Ef); %ii = find(del==1); %p = sum(P(ii)); global delta ii = find(del>=delta*n); p = sum(P(ii)); return D = unique(del); pD = zeros(size(D)); for i=1:length(D) jj = find(del==D(i)); pD(i) = sum(P(jj)); end plot(D,pD,'.'); return function p = Pr(A,C,x) %p = 1; p = C(x(1)); for j=2:length(x) p = p * A(x(j),x(j-1),j-1); end return