- 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...
Expand abstract - Publication status:
- Published
- Publisher copy:
- 10.1214/EJP.v17-2229
-
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- 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
- Language:
- English
- Keywords:
- Copyright date:
- 2012
Journal article
Exit time tails from pairwise decorrelation in hidden Markov chains, with applications to dynamical percolation
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