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Markov Type


Markov type p of a metric space, for p>=1, is a bound on the expected growth of distances under a stationary reversible finite-state Markov chain. The space X has Markov type p with constant K when

 Ed(f(Z_t),f(Z_0))^p<=K^ptEd(f(Z_1),f(Z_0))^p

for every such chain, every map f from its state set to X, and every positive integer t. The constant is uniform over the chains, maps, and times. A Banach space is given the metric induced by its norm. Nontrivial Markov type means that this holds for some p>1.


See also

Banach Space, Markov Chain, Metric Markov Cotype, Superreflexive Space

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References

Naor, A. Metric Embeddings and Lipschitz Extensions. Lecture notes taken by A. Eskenazis, spring 2015. https://web.math.princeton.edu/~naor/homepage%20files/embeddings_extensions.pdf.

Cite this as:

Weisstein, Eric W. "Markov Type." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/MarkovType.html

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