Rotational Representations of Stochastic Matrices
Haigh, John
Ann. Probab., Tome 13 (1985) no. 4, p. 1024-1027 / Harvested from Project Euclid
Let $(p_{ij})$ be the matrix of a recurrent Markov chain with stationary vector $\pi > 0,$ and let $\{J_i\}$ be a partition of the unit circle into sets $J_1, \cdots, J_n, m(J_i) = \pi_i$, where $m$ is Lebesgue measure. Suppose $f_t$ defines rotation through distance $t$. The conditions under which $p_{ij}$ can be written as $m(f_t(J_i) \cap J_j)/m(J_i)$ for all $i$ and $j$, where each $J_i$ is the union of at most $b(n)$ arcs, have recently been examined by Steve Alpern and Joel Cohen. Cohen conjectured that $b(n) = n - 1$, and proved $b(2) = 1$. Alpern proved that Cohen's conjecture was false for $n$ sufficiently large, and gave bounds for $b(n)$. We give a construction that shows that $b(3) = 2$, and prove that $b(n)$ is nondecreasing.
Publié le : 1985-08-14
Classification:  Recurrent Markov chains,  ergodic theory,  measure-preserving transformations,  mapping the unit interval,  15A51,  28A65,  60J10
@article{1176992926,
     author = {Haigh, John},
     title = {Rotational Representations of Stochastic Matrices},
     journal = {Ann. Probab.},
     volume = {13},
     number = {4},
     year = {1985},
     pages = { 1024-1027},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992926}
}
Haigh, John. Rotational Representations of Stochastic Matrices. Ann. Probab., Tome 13 (1985) no. 4, pp.  1024-1027. http://gdmltest.u-ga.fr/item/1176992926/