Markov chains in a field of traps
Probability
2016-09-07 v1
Abstract
A general criterion is given for when a Markov chain trapped with probability p(x) in state x will be almost surely trapped. The quenched (state x is a trap forever with probability p(x)) and annealed (state x traps with probability p(x) on each visit) problems are shown to be equivalent.
Keywords
Cite
@article{arxiv.math/9701223,
title = {Markov chains in a field of traps},
author = {Robin Pemantle and Stanislav Volkov},
journal= {arXiv preprint arXiv:math/9701223},
year = {2016}
}