用树索引的马尔可夫链的浓度

IF 1.5 Q2 PHYSICS, MATHEMATICAL Annales de l Institut Henri Poincare D Pub Date : 2022-08-01 DOI:10.1214/21-aihp1224
Christopher Shriver
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引用次数: 0

摘要

一个Marton不等式[Mar96]表明具有一致收缩转移核的Markov链的联合分布具有集中性。我们把这个不等式推广到以树为索引的马尔可夫链。
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Concentration of Markov chains indexed by trees
An inequality of Marton [Mar96] shows that the joint distribution of a Markov chain with uniformly contracting transition kernels exhibits concentration. We generalize this inequality to Markov chains indexed by trees.
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来源期刊
CiteScore
2.30
自引率
0.00%
发文量
16
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