Zach Dietz

most citedLarge deviations for a class of nonhomogeneous Markov chains

24 citations · 24 across the 2 of their papers we have counts for

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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 $i$ to state $j \neq = i$ at time $n$ is $G (i, j) / n^{ζ}$ 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…