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Time inhomogeneous Markov chains with wave-like behavior

Published 8 Nov 2010 in math.PR | (1011.1799v1)

Abstract: 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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