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math.PR2024
Large Deviations Principle for Bures-Wasserstein Barycenters
Adam Quinn Jaffe, Leonardo V. Santoro
We prove the large deviations principle for empirical Bures-Wasserstein barycenters of independent, identically-distributed samples of covariance matrices and covariance operators.…
math.PR2022
A Zero-One Law for Virtual Markov Chains
Adam Quinn Jaffe
A virtual Markov chain (VMC) is a sequence of Markov chains (MCs) coupled together on the same probability space such that has state space $\{0,1,\ld…
math.PR2021
Virtual Markov chains
Steven N. Evans, Adam Q. Jaffe
We introduce the space of virtual Markov chains (VMCs) as a projective limit of the spaces of all finite state space Markov chains (MCs), in the same way that the space of virtual…