Upper escape rate of Markov chains on weighted graphs

Xueping Huang, Yuichi Shiozawa

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)

Abstract

We obtain an upper escape rate function for a continuous time minimal symmetric Markov chain defined on a locally finite weighted graph. This upper rate function, which has the same form as the manifold setting, is given in terms of the volume growth with respect to an adapted path metric. Our approach also gives a weak form of Folz's theorem on the conservativeness as a consequence.

Original languageEnglish
Pages (from-to)317-347
Number of pages31
JournalStochastic Processes and their Applications
Volume124
Issue number1
DOIs
Publication statusPublished - Jan 1 2014

Keywords

  • Escape rate
  • Markov chains
  • Upper rate function
  • Weighted graphs

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

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