Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution

DOI10.1007/S13540-021-00010-2zbMATH Open1503.60136arXiv2111.08672OpenAlexW3214208416WikidataQ114017062 ScholiaQ114017062MaRDI QIDQ2110184FDOQ2110184

Enrico Scalas, Nicos Georgiou

Publication date: 21 December 2022

Published in: Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Abstract: Consider a Markov chain with finite state space and suppose you wish to change time replacing the integer step index $n$ with a random counting process $N(t)$. What happens to the mixing time of the Markov chain? We present a partial reply in a particular case of interest in which $N(t)$ is a counting renewal process with power-law distributed inter-arrival times of index $$. We then focus on $$, leading to infinite expectation for inter-arrival times and further study the situation in which inter-arrival times follow the Mittag-Leffler distribution of order $$.

Full work available at URL: https://arxiv.org/abs/2111.08672

zbMATH Keywords

mixing timesdiscrete Markov chainssemi-Markov processesfractional Poisson process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Title not available (Why is that?)
• Fractional Poisson process
• A fractional generalization of the Poisson processes
• Fractional calculus. Models and numerical methods
• Relaxation patterns and semi-Markov dynamics

Cited In (1)

• On the uniform ergodicity rate of a fractional Ehrenfest urn model

This page was built for publication: Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2110184)