A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature

DOI10.3150/08-BEJ158zbMath1202.60136arXiv0906.2280OpenAlexW2140100737MaRDI QIDQ605874

Aldéric Joulin

Publication date: 15 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.2280

zbMATH Keywords

birth-death processMarkov jump processdeviation inequalityempirical meanWasserstein curvature

Mathematics Subject Classification ID

Related Items (18)

Spectral gap and convex concentration inequalities for birth-death processes ⋮ Optimal Transport and Curvature ⋮ A large scale analysis of unreliable stochastic networks ⋮ Transportation-information inequalities for Markov processes ⋮ Reflection couplings and contraction rates for diffusions ⋮ Curvature, concentration and error estimates for Markov chain Monte Carlo ⋮ Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes ⋮ Mixing and concentration by Ricci curvature ⋮ Intertwining and commutation relations for birth-death processes ⋮ Evolution of the Wasserstein distance between the marginals of two Markov processes ⋮ Displacement convexity of entropy and related inequalities on graphs ⋮ Empirical measures: regularity is a counter-curse to dimensionality ⋮ Metric measure spaces with Riemannian Ricci curvature bounded from below ⋮ Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes ⋮ Concentration inequalities for additive functionals: a martingale approach ⋮ Ollivier Ricci curvature for general graph Laplacians: heat equation, Laplacian comparison, non-explosion and diameter bounds ⋮ Riemannian Ricci curvature lower bounds in metric measure spaces with 𝜎-finite measure ⋮ Exponential ergodicity for Markov processes with random switching

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