Variances of first passage times in a Markov chain with applications to mixing times

DOI10.1016/j.laa.2007.06.016zbMath1146.60054OpenAlexW2162370136MaRDI QIDQ935384

Jeffrey J. Hunter

Publication date: 6 August 2008

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10179/4484

zbMATH Keywords

Markov chainfirst passage timemixing timetime to stationarity

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical computation of matrix norms, conditioning, scaling (65F35) Stochastic matrices (15B51)

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Cites Work

• Parametric forms for generalized inverses of Markovian kernels and their applications
• Characterizations of generalized inverses associated with Markovian kernels
• Generalized inverses and their application to applied probability problems
• Mixing times with applications to perturbed Markov chains
• Stationary distributions and mean first passage times of perturbed Markov chains
• Finite Continuous Time Markov Chains
• Numerical Solution of Linear Equations Arising in Markov Chain Models
• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
• On the moments of Markov renewal processes
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