Time inhomogeneous Markov chains with wave-like behavior
Probability
2010-11-09 v1
Abstract
Starting from a given Markov kernel on a finite set and a bijection of , we construct and study a time inhomogeneous Markov chain whose kernel at time is obtained from by transport of . We show that this construction leads to interesting examples, and we obtain quantitative results for some of these examples.
Keywords
Cite
@article{arxiv.1011.1799,
title = {Time inhomogeneous Markov chains with wave-like behavior},
author = {L. Saloff-Coste and J. Zúñiga},
journal= {arXiv preprint arXiv:1011.1799},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.1214/09-AAP661 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)