On strong stationary times and approximation of Markov chain hitting times by geometric sums

DOI10.1016/J.SPL.2019.02.017zbMath1464.60072arXiv1812.07896OpenAlexW2963771336MaRDI QIDQ2322604

Fraser Daly

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.07896

zbMATH Keywords

Markov chainsstochastic orderinggeometric sumpassage timestrong stationary time

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (1)

Improved methods of hazard rate function calculation using saddlepoint approximations

Cites Work

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• Strong stationary duality for Möbius monotone Markov chains
• Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings
• Strong stationary times via a new form of duality
• On hitting times and fastest strong stationary times for skip-free and more general chains
• Strong uniform times and finite random walks
• Shift-coupling and convergence rates of ergodic averages
• Stein's Method for Compound Geometric Approximation

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