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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

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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.
Journal cover image

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