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Results tagged with markov-chains
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user 1044
9
votes
Time-inhomogeneous Markov chains
You don't find much about time-inhomogeneous Markov chains because it's extremely difficult to prove anything about them without strong additional assumptions, and it's not clear what additional assum …
- 11.4k
4
votes
Markov chain on groups
I second Tom's suggestion. Another place to look is the not-yet-published book Reversible Markov Chains and Random Walks on Graphs by Aldous and Fill.
- 11.4k