Conditions Under Which a Markov Chain Converges to its Steady State in Finite Time

DOI10.1017/S0269964800000917zbMath1134.60331OpenAlexW2093662138MaRDI QIDQ3415900

Donald L. Iglehart, Peter W. Glynn

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800000917

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

Roots of completely positive maps ⋮ Mean field Markov decision processes

Cites Work

• On the class of Markov chains with finite convergence time
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