Chutes and Ladders in Markov Chains
Publication
, Journal Article
Diaconis, P; Durrett, R
Published in: Journal of Theoretical Probability
December 1, 2001
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.
Duke Scholars
Published In
Journal of Theoretical Probability
DOI
ISSN
0894-9840
Publication Date
December 1, 2001
Volume
14
Issue
3
Start / End Page
899 / 926
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 4904 Pure mathematics
- 0104 Statistics
- 0101 Pure Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Diaconis, P., & Durrett, R. (2001). Chutes and Ladders in Markov Chains. Journal of Theoretical Probability, 14(3), 899–926. https://doi.org/10.1023/A:1017509611178
Diaconis, P., and R. Durrett. “Chutes and Ladders in Markov Chains.” Journal of Theoretical Probability 14, no. 3 (December 1, 2001): 899–926. https://doi.org/10.1023/A:1017509611178.
Diaconis P, Durrett R. Chutes and Ladders in Markov Chains. Journal of Theoretical Probability. 2001 Dec 1;14(3):899–926.
Diaconis, P., and R. Durrett. “Chutes and Ladders in Markov Chains.” Journal of Theoretical Probability, vol. 14, no. 3, Dec. 2001, pp. 899–926. Scopus, doi:10.1023/A:1017509611178.
Diaconis P, Durrett R. Chutes and Ladders in Markov Chains. Journal of Theoretical Probability. 2001 Dec 1;14(3):899–926.
Published In
Journal of Theoretical Probability
DOI
ISSN
0894-9840
Publication Date
December 1, 2001
Volume
14
Issue
3
Start / End Page
899 / 926
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 4904 Pure mathematics
- 0104 Statistics
- 0101 Pure Mathematics