A deviation inequality for non-reversible Markov processes

DOI10.1016/S0246-0203(00)00135-7zbMATH Open0972.60003MaRDI QIDQ1584870FDOQ1584870

Authors: Liming Wu 

Publication date: 7 November 2001

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2000__36_4_435_0

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zbMATH Keywords

Dirichlet formslogarithmic Sobolev inequalitydeviation inequality

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on general state spaces (60J25)

Cited In (25)

• Quasi-ergodicity for absorbing Markov processes
• Large deviation principles for Markov processes via phi-Sobolev inequalities
• Upper bound estimates of the Cramér functionals for Markov processes
• A deviation inequality and quasi-ergodicity for absorbing Markov processes
• A large deviation inequality for vector functions on finite reversible Markov chains
• Uncertainty quantification for Markov processes via variational principles and functional inequalities
• Large deviations of empirical measures of diffusions in weighted topologies
• \(L^2\) hypocoercivity, deviation bounds, hitting times and Lyapunov functions
• Self-improvement of the Bakry-Emery criterion for Poincaré inequalities and Wasserstein contraction using variable curvature bounds
• Curvature, concentration and error estimates for Markov chain Monte Carlo
• Transport-information inequalities for Markov chains
• Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes
• Ergodicity of the infinite swapping algorithm at low temperature
• A shape theorem for a one-dimensional growing particle system with a bounded number of occupants per site
• Logarithmic Sobolev inequalities of diffusions for the \(L^2\) metric
• deviation bounds for additive functionals of markov processes
• The parabolic Anderson model in a dynamic random environment: basic properties of the quenched Lyapunov exponent
• Transportation-information inequalities for Markov processes
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature
• A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration
• Quantification of model uncertainty on path-space via goal-oriented relative entropy
• Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
• Large deviations in total variation of occupation measures of one-dimensional diffusions
• Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes

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