Open Access
October 2010 Time inhomogeneous Markov chains with wave-like behavior
L. Saloff-Coste, J. Zúñiga
Ann. Appl. Probab. 20(5): 1831-1853 (October 2010). DOI: 10.1214/09-AAP661

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.

Citation

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L. Saloff-Coste. J. Zúñiga. "Time inhomogeneous Markov chains with wave-like behavior." Ann. Appl. Probab. 20 (5) 1831 - 1853, October 2010. https://doi.org/10.1214/09-AAP661

Information

Published: October 2010
First available in Project Euclid: 25 August 2010

zbMATH: 1206.60067
MathSciNet: MR2724422
Digital Object Identifier: 10.1214/09-AAP661

Subjects:
Primary: 60J05 , 60J10

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

Rights: Copyright © 2010 Institute of Mathematical Statistics

Vol.20 • No. 5 • October 2010
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