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Merging of time inhomogeneous finite Markov chains

Mathematical Physics & Probability

Speaker: Jessica Zuniga, Stanford University
Location: 2112 MSB
Start time: Wed, Oct 15 2008, 4:10PM

In this talk we will discus the quantitative analysis concerning the asymptotic behavior of time inhomogeneous finite Markov chains. To study this behavior, we develop singular value techniques in the context of time inhomogeneous chains and 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 some examples where these techniques yield quantitative results for time inhomogeneous chains.