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

DOI10.1007/S13540-021-00010-2MaRDI QIDQ2110184zbMATH OpenOpenAlexWikidataFDO

Authors Nicos Georgiou, Enrico Scalas

Publication date 21 December 2022

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

Copyright license Creative Commons Attribution 4.0 International

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)

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 $$.

Cites work

• A fractional generalization of the Poisson processes
• Fractional Poisson process
• Fractional calculus. Models and numerical methods
• Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
• Relaxation patterns and semi-Markov dynamics

Cited in

(1)

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

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