A concentration theorem for the equilibrium measure of Markov chains with nonnegative coarse Ricci curvature
Résumé
A nonnegative coarse Ricci curvature for a Markov chain and the existence of an attractive point implies the concentration of the invariant probability measure around this point. The mass outside balls centered at the attractive point, as a function of the radius, decreases at least as fast as the exponential of a double integral of the coarse Ricci curvature. This is exactly the behaviour of the density of the reversible measure for diffusion processes on the real line.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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