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math.PR2007
Occupation laws for some time-nonhomogeneous Markov chains
Zach Dietz, Sunder Sethuraman
We consider finite-state time-nonhomogeneous Markov chains where the probability of moving from state to state at time is for a ``generator'' matrix…
math.PR2004★ 24 cited
Large deviations for a class of nonhomogeneous Markov chains
Zach Dietz, Sunder Sethuraman
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Speci…