Symmetric Markov chains in \({\mathbb{Z}}^ 4:\) How fast can they move? (Q1117589)
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English | Symmetric Markov chains in \({\mathbb{Z}}^ 4:\) How fast can they move? |
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Symmetric Markov chains in \({\mathbb{Z}}^ 4:\) How fast can they move? (English)
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1989
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Consider a reversible Markov chain \(X_ n\) which takes values in a subset of \({\mathbb{Z}}^ d\). If the steps of the chain are uniformly bounded and the invariant measure satisfies a mild regularity condition, \textit{N. Th. Varopoulos} [Bull. Sci. Math., II. Ser. 109, 225-252 (1985; Zbl 0583.60063)], \textit{Th. K. Carne} [ibid., 399-405 (1985; Zbl 0584.60078)] and \textit{H. Kesten} [Ann. Inst. Henri Poincaré, Probab. Stat. 22, 425- 487 (1986; Zbl 0632.60106)] have obtained estimates on \(P(| X_ n- X_ 0| >\lambda n^{1/2})\) which exhibit a Gaussian tail in \(\lambda\) but blow up as \(n\to \infty.\) Following Kesten's approach we derive bounds which are uniform in n in some special cases. Our main result, however, is an example which shows that in general the estimates of Varopoulos, Carne and Kesten are essentially the best possible.
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reversible Markov chain
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invariant measure
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