Markov chains in a field of traps
classification
🧮 math.PR
keywords
probabilitystatemarkovtrappedtrapsalmostannealedchain
read the original abstract
A general criterion is given for when a Markov chain trapped with probability p(x) in state x will be almost surely trapped. The quenched (state x is a trap forever with probability p(x)) and annealed (state x traps with probability p(x) on each visit) problems are shown to be equivalent.
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