Exit time tails from pairwise decorrelation in hidden Markov chains, with applications to dynamical percolation

DOI10.1214/EJP.v17-2229zbMath1260.60151arXiv1111.6618MaRDI QIDQ456217

Elchanan Mossel, Gábor Pete, Alan Hammond

Publication date: 23 October 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.6618

zbMATH Keywords

spectral gapdynamical percolationscaling limitsexceptional timeshidden Markov chainshitting and exit times

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Percolation (82B43) Time-dependent percolation in statistical mechanics (82C43)

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