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Spectral gap and convex concentration inequalities for birth–death processes

Wei LiuYutao Ma — 2009

Annales de l'I.H.P. Probabilités et statistiques

In this paper, we consider a birth–death process with generator and reversible invariant probability. Given an increasing function and the associated Lipschitz norm ‖⋅‖, we find an explicit formula for ( - ) - 1 Lip ( ρ ) . As a typical application, with spectral theory, we revisit one variational formula of M. F. Chen for the spectral gap of in (). Moreover, by Lyons–Zheng’s forward-backward martingale decomposition theorem, we get convex concentration inequalities for additive functionals of...

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