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arxiv: 1011.1799 · v1 · pith:ZDFJIH6Lnew · submitted 2010-11-08 · 🧮 math.PR

Time inhomogeneous Markov chains with wave-like behavior

classification 🧮 math.PR
keywords markovtimeexamplesinhomogeneouskernelbehaviorbijectionchain
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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.

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