arXiv:math/9701223 [math.PR]AbstractReferencesReviewsResources
Markov chains in a field of traps
Robin Pemantle, Stanislav Volkov
Published 1997-01-23Version 1
A general criterion is given for when a Markov chain trapped with probability p(x) in state x will be almost surely trapped. The quenched (state x is a trap forever with probability p(x)) and annealed (state x traps with probability p(x) on each visit) problems are shown to be equivalent.
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:1408.0822 [math.PR] (Published 2014-08-04)
Surprise probabilities in Markov chains
arXiv:1605.03512 [math.PR] (Published 2016-05-11)
Doob-Martin compactification of a Markov chain for growing random words sequentially
Limit theorems for additive functionals of a Markov chain