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Exit time tails from pairwise decorrelation in hidden Markov chains, with applications to dynamical percolation

Abstract:

Consider a Markov process ωt at stationarity and some event C (a subset of the state-space of the process). A natural measure of correlations in the process is the pairwise correlation P[ω 0,ω t ∈ C]-P[ω 0 ∈ C] 2. A second natural measure is the probability of the continual occurrence event {ω s ∈ C, ∀ s ∈ [0, t]}. We show that for reversible Markov chains, and any even...

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Publication status:
Published

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Publisher copy:
10.1214/EJP.v17-2229

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Institution:
University of Oxford
Department:
Oxford, MPLS, Statistics
Role:
Author
Journal:
ELECTRONIC JOURNAL OF PROBABILITY
Volume:
17
Issue:
0
Pages:
1-16
Publication date:
2012-08-22
DOI:
EISSN:
1083-6489
ISSN:
1083-6489
URN:
uuid:9ddfe69c-8649-4c54-be6b-3f2ac820fd54
Source identifiers:
350914
Local pid:
pubs:350914

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