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arXiv · 1011.1799

Time inhomogeneous Markov chains with wave-like behavior

L. Saloff-Coste·J. Zúñiga
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Abstract

Starting from a given Markov kernel on a finite set $V$ and a bijection $g$ of $V$, we construct and study a time inhomogeneous Markov chain whose kernel at time $n$ is obtained from $K$ by transport of $g^{n-1}$. We show that this construction leads to interesting examples, and we obtain quantitative results for some of these examples.

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BibTeXRIS

L. Saloff-Coste, J. Zúñiga. 2010-11-08. Time inhomogeneous Markov chains with wave-like behavior. https://doi.org/10.1214/09-aap661

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