Covariance and relaxation time in finite Markov chains

DOI10.1155/S104895339800032XzbMath0913.60069OpenAlexW2144184937MaRDI QIDQ1271257

Julian Keilson

Publication date: 11 November 1998

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48144

zbMATH Keywords

relaxation timecovariancefinite Markov chains

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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