Concentration of measure and mixing for Markov chains - Mathematics > ProbabilityReport as inadecuate




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Abstract: We consider Markovian models on graphs with local dynamics. We show that,under suitable conditions, such Markov chains exhibit both rapid convergence toequilibrium and strong concentration of measure in the stationary distribution.We illustrate our results with applications to some known chains from computerscience and statistical mechanics.



Author: Malwina J. Luczak

Source: https://arxiv.org/







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