Chutes and Ladders in Markov Chains

Journal of Theoretical Probability

Volumn 14, Issue 3, 2001, Pages 899-926

  Diaconis, Persi ^a   Durrett, Rick ^b  

^a STANFORD UNIVERSITY   (United States)

^b Department of Obstetrics Gynecology   (United States)

Author keywords

Bessel diffusions; Markov chains; Sierspinski gasket; Stationary distribution

Indexed keywords

EID: 0035628161     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1017509611178     Document Type: Article

References (6)

1. Barlow, M. T., and Perkins, E. A. (1988). Brownian motion on the Sierpinski gasket. Probb. Th. Rel. Fields. 79, 543-623.
2. Diaconis, P., and Saloff-Coste, L. (1996). Nash inequalities for finite Markov chains. J. Theoret. Prob. 9, 459-510.
3. Durrett, R. (1995). Probability: Theory and Examples, 2nd ed., Duxbury Press, Belmont, California.
4. Durrett, R. (1996). Stochastic Calculus, CRC Press, Boca Raton, Florida.
5. Lindstrom, T. (1990). Brownian motion on nested fractals. Memoirs of the A.M.S. 420.
6. Wilmer, E. (1999). Exact rates of convergence for some simple non-reversible Markov chains, Ph.D. thesis, Dept. of Mathematics, Harvard University.