Time-inhomogeneous random Markov chains
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DOI: 10.1088/1742-5468/aae028
Abstract: We consider Markov chains with random transition probabilities which, moreover, fluctuate randomly with time. We describe such a system by a product of stochastic matrices, $U(t)=M_t\cdots M_1$, with the factors $M_i$ drawn independently from an… read more here.
Keywords: markov; markov chains; random markov; random ... See more keywords