Variational principles of hitting times for non-reversible Markov chains

DOI10.1016/j.jmaa.2018.08.036zbMath1414.60067OpenAlexW2888218467MaRDI QIDQ1791547

Lu-Jing Huang, Yong Hua Mao

Publication date: 10 October 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.08.036

zbMATH Keywords

fundamental matrixMarkov chainfirst hitting timevariational formulanon-reversible

Mathematics Subject Classification ID

Laplace transform (44A10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (4)

Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms ⋮ On hitting time, mixing time and geometric interpretations of Metropolis-Hastings reversiblizations ⋮ Variational formula of capacity for asymmetric Markov chains ⋮ Variational formulas for asymptotic variance of general discrete-time Markov chains

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• Variational principles for average exit time moments for diffusions in Euclidean space
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• On some mixing times for nonreversible finite Markov chains

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