Time inhomogeneous Markov chains with wave-like behavior

preprint2010arXivOpen access

Abstract

Starting from a given Markov kernel on a finite set VV and a bijection gg of VV, we construct and study a time inhomogeneous Markov chain whose kernel at time nn is obtained from KK by transport of gn−1g^{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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