THE DISTRIBUTION OF MIXING TIMES IN MARKOV CHAINS

DOI10.1142/S0217595912500455zbMath1273.60084arXiv1111.0151OpenAlexW3100157974MaRDI QIDQ4921473

Jeffrey J. Hunter

Publication date: 10 May 2013

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.0151

zbMATH Keywords

Markov chainsfirst passage timesdistributionshitting timesstationary distributionmixing timestime to stationarityKameny constant

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Probability distributions: general theory (60E05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodicity, mixing, rates of mixing (37A25)

Related Items (1)

The Role of Kemeny's Constant in Properties of Markov Chains

Cites Work

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• The Kemeny constant for finite homogeneous ergodic Markov chains
• Variances of first passage times in a Markov chain with applications to mixing times
• Coupling and mixing times in a Markov chain
• Mixing times with applications to perturbed Markov chains

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