Poisson-type deviation inequalities for curved continuous-time Markov chains

DOI10.3150/07-BEJ6039zbMath1131.60069arXiv0709.0622WikidataQ126209122 ScholiaQ126209122MaRDI QIDQ2469651

Aldéric Joulin

Publication date: 6 February 2008

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.0622

zbMATH Keywords

semigroupbirth-death processcontinuous-time Markov chaindeviation inequalityWasserstein curvature\(\Gamma \)-curvature

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Queues and service in operations research (90B22) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (13)

Fluctuations of bridges, reciprocal characteristics and concentration of measure ⋮ A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature ⋮ Curvature, concentration and error estimates for Markov chain Monte Carlo ⋮ Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes ⋮ Sparse expanders have negative curvature ⋮ A discrete log-Sobolev inequality under a Bakry-Émery type condition ⋮ Evolution of the Wasserstein distance between the marginals of two Markov processes ⋮ Cutoff for non-negatively curved Markov chains ⋮ Ricci curvature of metric spaces ⋮ Convex entropy decay via the Bochner-Bakry-Emery approach ⋮ Ricci curvature of Markov chains on metric spaces ⋮ Ollivier Ricci curvature for general graph Laplacians: heat equation, Laplacian comparison, non-explosion and diameter bounds ⋮ Exponential ergodicity for Markov processes with random switching

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