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]...
| Main Authors: | , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
2012
|