Time inhomogeneous Markov chains with wave-like behavior

Abstract

Starting from a given Markov kernel on a finite set V and a bijectiong of V, we construct and study a time inhomogeneous Markov chain whose kernel at time n is obtained from K by transport of gn-1. We show that this construction leads to interesting examples, and we obtain quantitative results for some of these examples. © Institute of Mathematical Statistics, 2010.