TIME INHOMOGENEOUS MARKOV CHAINS WITH WAVE-LIKE BEHAVIOR

• 成果类型: Article
• 署名作者: Saloff-Coste, L.; Zuniga, J.
• 署名单位: Cornell University; Stanford University
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• DOI: 10.1214/09-AAP661
• 发表日期: 2010
• 页码: 1831-1853
• 关键词: INEQUALITIES

摘要

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.