English

Occupancy distributions in Markov chains via Doeblin's ergodicity coefficient

Probability 2010-03-16 v1 Discrete Mathematics Genomics

Abstract

We apply Doeblin's ergodicity coefficient as a computational tool to approximate the occupancy distribution of a set of states in a homogeneous but possibly non-stationary finite Markov chain. Our approximation is based on new properties satisfied by this coefficient, which allow us to approximate a chain of duration n by independent and short-lived realizations of an auxiliary homogeneous Markov chain of duration of order ln(n). Our approximation may be particularly useful when exact calculations via first-step methods or transfer matrices are impractical, and asymptotic approximations may not be yet reliable. Our findings may find applications to pattern problems in Markovian and non-Markovian sequences that are treatable via embedding techniques.

Keywords

Cite

@article{arxiv.1003.2649,
  title  = {Occupancy distributions in Markov chains via Doeblin's ergodicity coefficient},
  author = {Stephen Chestnut and Manuel Lladser},
  journal= {arXiv preprint arXiv:1003.2649},
  year   = {2010}
}

Comments

12 pages, 2 tables

R2 v1 2026-06-21T14:57:25.024Z