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Merging for time inhomogeneous finite Markov chains, Part I: Singular values and stability


 
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1. Title Title of document Merging for time inhomogeneous finite Markov chains, Part I: Singular values and stability
 
2. Creator Author's name, affiliation, country Laurent Saloff-Coste; Cornell University
 
2. Creator Author's name, affiliation, country Jessica V Zuniga; Stanford University
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Time inhomogeneous Markov chains, merging, singular value inequalities
 
3. Subject Subject classification 60J10
 
4. Description Abstract 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF
 
7. Date (YYYY-MM-DD) 2009-07-02
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/656
 
10. Identifier Digital Object Identifier 10.1214/EJP.v14-656
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 14
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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