Time inhomogeneous Markov chains with wave-like behavior

Details Time inhomogeneous Markov chains with wave-like behavior Time inhomogeneous Markov chains with wave-like behavior

2010-11-08

arxiv.org/abs/1011.1799v1

Annals of Applied Probability 2010, Vol. 20, No. 5, 1831-1853

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/09-AAP661 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Inst

Scientific paper

10.1214/09-AAP661

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 $g^{n-1}$. We show that this
construction leads to interesting examples, and we obtain quantitative results
for some of these examples.

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