Mixing times with applications to perturbed Markov chains
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Publication:2497948
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35) Stochastic matrices (15B51)
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- The distribution of mixing times in Markov chains
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- Stationary distributions and mean first passage times of perturbed Markov chains
- Perturbed Markov chains
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- The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
Cited in
(57)- The impact of Prof. C. R. Rao's research used in solving problems in applied probability
- Mixing times for Markov chains on wreath products and related homogeneous spaces
- Mixing times for uniformly ergodic Markov chains
- Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains
- Generalized inverses of Markovian kernels in terms of properties of the Markov chain
- New perturbation bounds for denumerable Markov chains
- Variances of first passage times in a Markov chain with applications to mixing times
- Orthogonality and probability: mixing times
- Threshold graphs, Kemeny's constant, and related random walk parameters
- Probabilistic approach to Perron root, the group inverse, and applications
- Maximum entropy mixing time of circulant Markov processes
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- On the long-run sensitivity of probabilistic Boolean networks
- Pseudometrics for State Aggregation in Average Reward Markov Decision Processes
- Sensitivity to perturbation of the stationary distribution: Some refinements
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- Quasi Markovian behavior in mixing maps
- Letter to the Editor
- Mixing and average mixing times for general Markov processes
- Completion problems and sparsity for Kemeny's constant
- Time operator of Markov chains and mixing times. Applications to financial data
- Mixing time bounds via the spectral profile
- The role of Kemeny's constant in properties of Markov chains
- Strong stationary times and eigenvalues
- Slow mixing of Markov chains using fault lines and fat contours
- Mixing times of Markov chains on 3-orientations of planar triangulations
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- Clustering behaviour in Markov chains with eigenvalues close to one
- Exact mixing in an unknown Markov chain
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- Kemeny's function for Markov chains and Markov renewal processes
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- Kemeny's constant for nonbacktracking random walks
- The distribution of mixing times in Markov chains
- Mixing times and moving targets
- Kemeny's constant and the Lemoine point of a simplex
- Mixing Markov Chains and Their Images
- An identity for the bias in Markov reward processes with applications to Markov chain perturbation and Kemeny's constant
- Markov chain sensitivity measured by mean first passage times
- Online Regret Bounds for Markov Decision Processes with Deterministic Transitions
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- Traffic modelling framework for electric vehicles
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- Perturbed Markov chains
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