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Long-term concentration of measure and cut-off

Barbour, A.D., Brightwell, Graham and Luczak, Malwina J. (2022) Long-term concentration of measure and cut-off. Stochastic Processes and Their Applications. ISSN 0304-4149

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Identification Number: 10.1016/j.spa.2022.05.004

Abstract

We present new concentration of measure inequalities for Markov chains, generalising results for chains that are contracting in Wasserstein distance. These are particularly suited to establishing the cut-off phenomenon for suitable chains. We apply our discrete-time inequality to the well-studied Bernoulli–Laplace model of diffusion, and give a probabilistic proof of cut-off, recovering and improving the bounds of Diaconis and Shahshahani. We also extend the notion of cut-off to chains with an infinite state space, and illustrate this in a second example, of a two-host model of disease in continuous time. We give a third example, giving concentration results for the supermarket model, illustrating the full generality and power of our results.

Item Type: Article
Official URL: https://www.sciencedirect.com/journal/stochastic-p...
Additional Information: © 2022 The Authors
Divisions: Mathematics
Subjects: Q Science > QA Mathematics
Date Deposited: 25 May 2022 09:12
Last Modified: 14 Jun 2022 10:09
URI: http://eprints.lse.ac.uk/id/eprint/115196

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