Exact mixing in an unknown Markov chain (Q1897681)
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scientific article; zbMATH DE number 793924
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| English | Exact mixing in an unknown Markov chain |
scientific article; zbMATH DE number 793924 |
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Exact mixing in an unknown Markov chain (English)
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11 September 1995
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We give a simple stopping rule which will stop an unknown, irreducible \(n\)-state Markov chain at a state whose probability distribution is exactly the stationary distribution of the chain. The expected stopping time of the rule is bounded by a polynomial in the maximum mean hitting time of the chain. Our stopping rule can be made deterministic unless the chain itself has no random transitions.
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stopping rule
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stationary distribution
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stopping time
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maximum mean hitting time
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0.7787935137748718
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0.7735470533370972
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