Coupling and mixing times in a Markov chain

DOI10.1016/j.laa.2008.09.017zbMath1166.60042OpenAlexW2150786194MaRDI QIDQ1017619

Jeffrey J. Hunter

Publication date: 12 May 2009

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

Full work available at URL: https://doi.org/10.1016/j.laa.2008.09.017

zbMATH Keywords

Markov chainsfirst passage timesmixing timestime to stationaritycoupling times

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic matrices (15B51)

Related Items (4)

THE DISTRIBUTION OF MIXING TIMES IN MARKOV CHAINS ⋮ Some stochastic properties of ``semi-magic and ``magic Markov chains ⋮ Stationary distributions and convergence for \(M/M/1\) queues in interactive random environment ⋮ Probabilistic approach to Perron root, the group inverse, and applications

Cites Work

• Variances of first passage times in a Markov chain with applications to mixing times
• Generalized inverses and their application to applied probability problems
• Lower bounds for covering times for reversible Markov chains and random walks on graphs
• Mixing times with applications to perturbed Markov chains
• Finite Continuous Time Markov Chains
• 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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