Time inhomogeneous Markov chains with wave-like behavior

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

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

References in corpus (2)

• Quantitative bounds on convergence of time-inhomogeneous Markov chains
• Refined estimates for some basic random walks on the symmetric and alternating groups

Cited by in corpus (1)

• Merging for inhomogeneous finite Markov chains, part II: Nash and log-Sobolev inequalities