Time inhomogeneous Markov chains with wave-like behavior
Saloff-Coste, L. ; Zúñiga, J.
Ann. Appl. Probab., Tome 20 (2010) no. 1, p. 1831-1853 / Harvested from Project Euclid
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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 gn−1. We show that this construction leads to interesting examples, and we obtain quantitative results for some of these examples.
Publié le : 2010-10-15
Classification:  Time inhomogeneous Markov chains,  wave like behavior,  singular values,  60J05,  60J10 
@article{1282747402,
     author = {Saloff-Coste, L. and Z\'u\~niga, J.},
     title = {Time inhomogeneous Markov chains with wave-like behavior},
     journal = {Ann. Appl. Probab.},
     volume = {20},
     number = {1},
     year = {2010},
     pages = { 1831-1853},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1282747402}
}

Saloff-Coste, L.; Zúñiga, J. Time inhomogeneous Markov chains with wave-like behavior. Ann. Appl. Probab., Tome 20 (2010) no. 1, pp.  1831-1853. http://gdmltest.u-ga.fr/item/1282747402/