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When is a stationary measure of a Markov chain "exponentially localized"?

Here exponentially localized can be thought in a non-rigorous manner as a measure that is mostly supported on a sparse number of nodes. Some intuition can gained by thinking about a diffusion process, …
Piyush Grover's user avatar
3 votes
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Factorization of a Markov chain as the product of smaller chains

In dynamical systems, there is a concept of "almost-invariance", which generalizes invariance of a set, under the action of dynamics. The analogy is roughly the following: If you create a markov chai …
Piyush Grover's user avatar
-1 votes

Finding cohesive (low exit probability) sets in a Markov process

In probabilistic approach to dynamical systems and related literature, what you call 'cohesive' sets are known as almost-invariant sets, coherent sets or meta-stable sets. Here, we are usually interes …
Piyush Grover's user avatar