Markov chains generated by convolutions of orthogonality measures

Entangled Markov Chains generated by Symmetric Channels

Abstract: A notion of entangled Markov chain was introduced by Accardi and Fidaleo in the context of quantum random walk. They proved that, in the finite dimensional case, the corresponding states have vanishing entropy density, but they did not prove that they are entangled. In the present note this entropy result is extended to the infinite dimensional case under the assumption of finite spee...

Distributions of permutations generated by inhomogeneous Markov chains

Transient Markov Chains with Stationary Measures

Empirical Bayes Estimation in Nonstationary Markov chains

Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical  Bayes estimators  for the transition probability  matrix of a finite nonstationary  Markov chain. The data are assumed to be of  a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...

Stochastic Bounds for Partially Generated Markov Chains: An Algebraic Approach

We propose several algorithms to obtain bounds based on Censored Markov Chains to analyze partially generated discrete time Markov chains. The main idea is to avoid the generation of a huge (or even infinite) state space and to truncate the state space during the visit. The approach is purely algebraic and provides element-wise and stochastic bounds for the CMC.