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Embedding a Markov Chain into a Random Walk on a Permutation Group
Published online by Cambridge University Press: 28 April 2004
Abstract
Using representation theory, we obtain a necessary and sufficient condition for a discrete-time Markov chain on a finite state space $E$ to be representable as $$\Psi_n \Psi_{n-1} \cdots \Psi_1 z,\quad n \geq 0,$$ for any $z \in E$, where the $\Psi_i$ are independent, identically distributed random permutations taking values in some given transitive group of permutations on $E$. The condition is particularly simple when the group is 2-transitive on $E$. We also work out the explicit form of our condition for the dihedral group of symmetries of a regular polygon.
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- 2004 Cambridge University Press
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