Title of article
Chutes and Ladders in Markov Chains
Author/Authors
Rick Durrett، نويسنده , , Persi Diaconis، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
-898
From page
899
To page
0
Abstract
We investigate how the stationary distribution of a Markov chain changes when transitions from a single state are modified. In particular, adding a single directed edge to nearest neighbor random walk on a finite discrete torus in dimensions one, two, or three changes the stationary distribution linearly, logarithmically, or only locally. Related results are derived for birth and death chains approximating Bessel diffusions and for random walk on the Sierpinski gasket.
Keywords
Bessel diffusions , Sierspinski gasket , stationary distribution , Markov chains
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Serial Year
2001
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Record number
108329
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