Electronic Journal of Probability

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

Alan Hammond, Elchanan Mossel, and Gábor Pete

Full-text: Open access

Abstract

Consider a Markov process $\omega_t$ at stationarity and some event $\mathcal{C}$ (a subset of the state-space of the process). A natural measure of correlations in the process is the pairwise correlation $\mathbb{P}[\omega_0,\omega_t \in \mathcal{C}] - \mathbb{P}[\omega_0 \in \mathcal{C}]^2$. A second natural measure is the probability of the continual occurrence event $\big\{ \omega_s \in \mathcal{C}, \, \forall \, s \in [0,t] \big\}$. We show that for reversible Markov chains, and any event $\mathcal{C}$, pairwise decorrelation of the event $\mathcal{C}$ implies a decay of the probability of the continual occurrence event $\big\{ \omega_s \in \mathcal{C}\, \forall \, s \in [0,t] \big\}$ as $t \to \infty$. We provide examples showing that our results are often sharp.

Our main applications are to dynamical critical percolation. Let $\mathcal{C}$ be the left-right crossing event of a large box, and let us scale time so that the expected number of changes to $\mathcal{C}$ is order 1 in unit time. We show that the continual connection event has superpolynomial decay. Furthermore, on the infinite lattice without any time scaling, the first exceptional time with an infinite cluster appears with an exponential tail.

Article information

Source
Electron. J. Probab., Volume 17 (2012), paper no. 68, 16 pp.

Dates
Accepted: 22 August 2012
First available in Project Euclid: 4 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1465062390

Digital Object Identifier
doi:10.1214/EJP.v17-2229

Mathematical Reviews number (MathSciNet)
MR2968675

Zentralblatt MATH identifier
1260.60151

Subjects
Primary: 60J25: Continuous-time Markov processes on general state spaces
Secondary: 60K35: Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43] 82B43: Percolation [See also 60K35]

Keywords
decorrelation hidden Markov chains hitting and exit times spectral gap dynamical percolation exceptional times scaling limits

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

Citation

Hammond, Alan; Mossel, Elchanan; Pete, Gábor. Exit time tails from pairwise decorrelation in hidden Markov chains, with applications to dynamical percolation. Electron. J. Probab. 17 (2012), paper no. 68, 16 pp. doi:10.1214/EJP.v17-2229. https://projecteuclid.org/euclid.ejp/1465062390


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