The Decomposition-Separation Theorem for Finite Nonhomogeneous Markov Chains and Related Problems

DOI10.1214/074921708000000264zbMATH Open1168.60357OpenAlexW1516360205MaRDI QIDQ3626693FDOQ3626693

Authors: Isaac Sonin 

Publication date: 22 May 2009

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/074921708000000264

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zbMATH Keywords

simulated annealingnonhomogeneous Markov chaindecomposition-separation theorem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Special processes (60K99) Irreversible thermodynamics, including Onsager-Machlup theory (82C35)

Cited In (12)

• An Arbitrary Nonhomogeneous Markov Chain with Bounded Number of States May Be Decomposed into Asymptotically Noncommunicating Components Having the Mixing Property
• A cascade decomposition theory with applications to Markov and exchangeable cascades
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• Maximizing the probability of visiting a set infinitely often for a countable state space Markov decision process
• A zero-one law for Markov chains
• A decomposition theorem for binary Markov random fields
• Duality and Stability in Complex Multiagent State-Dependent Network Dynamics
• A simple framework for stability analysis of state-dependent networks of heterogeneous agents
• Three conjectures of Ostrander on digraph Laplacian eigenvectors
• Separable solutions for Markov processes in random environments
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