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Contains code used to generate some of the figures in the paper "Detecting Markov chain instability: a Monte Carlo approach" by Michel Mandjes, Brendan Patch and Neil Walton (https://pubsonline.informs.org/doi/pdf/10.1287/stsy.2017.0003 or https://arxiv.org/abs/1608.03257).

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Markov-Chain-Instability

Detecting Markov chain instability: a Monte Carlo approach

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Contains code used to generate some of the figures in the paper "Detecting Markov chain instability: a Monte Carlo approach" by Michel Mandjes, Brendan Patch and Neil Walton (https://pubsonline.informs.org/doi/pdf/10.1287/stsy.2017.0003 or https://arxiv.org/abs/1608.03257).

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