| Título: | Merging for time inhomogeneous finite Markov chains, Part I: Singular values and stability |
| Autores: |
Saloff-Coste, Laurent; Cornell University Zuniga, Jessica V; Stanford University |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Time inhomogeneous Markov chains, merging, singular value inequalities 60J10 |
| Descripción: | We develop singular value techniques in the context of time inhomogeneous finite Markov chains with the goal of obtaining quantitative results concerning the asymptotic behavior of such chains. We introduce the notion of c-stability which can be viewed as a generalization of the case when a time inhomogeneous chain admits an invariant measure. We describe a number of examples where these techniques yield quantitative results concerning the merging of the distributions of the time inhomogeneous chain started at two arbitrary points. |
| Idioma: | No aplica |
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