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
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