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Merging of time inhomogeneous finite Markov chains
Probability| Speaker: | Jessica Zuniga, Stanford University |
| Location: | 2112 MSB |
| Start time: | Wed, Oct 15 2008, 4:10PM |
Description
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.