Time operator of Markov chains and mixing times. Applications to financial data
type: Item
instance of: scholarly article
title: Time operator of Markov chains and mixing times. Applications to financial data
zbMATH Open document ID: 1395.60078
published in: Physica A
publication date: 2018-09-20T00:00:00Z
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60J20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6940299
zbMATH Keywords: time operator
zbMATH Keywords: internal age
zbMATH Keywords: Markov chains
zbMATH Keywords: mixing time
zbMATH Keywords: Kemeny constant
author: Ilias Gialampoukidis
author: Karl Gustafson
author: I. Antoniou
MaRDI profile type: Publication
full work available at URL: j.physa.2014.07.084
OpenAlex ID: W2041110904
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DOI: 10.1016/J.PHYSA.2014.07.084
description: scientific article; zbMATH DE number 6940299