Chutes and ladders in Markov chains

Citation
P. Diaconis et R. Durrett, Chutes and ladders in Markov chains, J THEOR PR, 14(3), 2001, pp. 899-926
Citations number
6
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
14
Issue
3
Year of publication
2001
Pages
899 - 926
Database
ISI
SICI code
0894-9840(200107)14:3<899:CALIMC>2.0.ZU;2-E
Abstract
We investigate how the stationary distribution of a Markov chain changes wh en transitions from a single state are modified. In particular, adding a si ngle directed edge to nearest neighbor random walk on a finite discrete tor us in dimensions one, two, or three changes the stationary distribution lin early, logarithmically, or only locally. Related results are derived for bi rth and death chains approximating Bessel diffusions and for random walk on the Sierpinski gasket.