Squared-population near-invariant for stochastic attrition

ID: squared-population-near-invariant-for-stochastic-attrition

In the jump chain of the symmetric stochastic attrition process, the two possible increments of are and . Their mean is the displayed quantity, bounded by one in absolute value. Subtracting these conditional means produces a martingale. If both initial populations are at most , it has at most nonzero increments, each bounded by . Thus Azuma-Hoeffding inequality controls changes of order with exponentially small probability of order .

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