Exit time tails from pairwise decorrelation in hidden Markov chains, with applications to dynamical percolation
Consider a Markov process ωt at stationarity and some event C (a subset of the state-space of the process). A natural measure of correlations in the process is the pairwise correlation P[ω 0,ω t ∈ C]-P[ω 0 ∈ C]...
| Principais autores: | , , |
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| Formato: | Journal article |
| Idioma: | English |
| Publicado em: |
2012
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