• 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