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math.PR2007
Constructing processes with prescribed mixing coefficients
Leonid, Kontorovich
The rate at which dependencies between future and past observations decay in a random process may be quantified in terms of mixing coefficients. The latter in turn appear in strong…
math.PR2007★ 15 cited
Obtaining Measure Concentration from Markov Contraction
Leonid, Kontorovich
Concentration bounds for non-product, non-Haar measures are fairly recent: the first such result was obtained for contracting Markov chains by Marton in 1996 via the coupling metho…