Time inhomogeneous Markov chains with wave-like behavior

Time inhomogeneous Markov chains with wave-like behavior

L. Saloff-Coste and J. Zúñiga

Source: Ann. Appl. Probab. Volume 20, Number 5 (2010), 1831-1853.

Abstract

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.

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Primary Subjects: 60J05, 60J10

Keywords: Time inhomogeneous Markov chains; wave like behavior; singular values

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aoap/1282747402
Digital Object Identifier: doi:10.1214/09-AAP661
Zentralblatt MATH identifier: 05795072
Mathematical Reviews number (MathSciNet): MR2724422

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