Mixing times with applications to perturbed Markov chains
From MaRDI portal
Publication:2497948
Stochastic matrices (15B51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)
Recommendations
- The distribution of mixing times in Markov chains
- Markov chain sensitivity measured by mean first passage times
- Variances of first passage times in a Markov chain with applications to mixing times
- Stationary distributions and mean first passage times of perturbed Markov chains
- Perturbed Markov chains
Cites work
- Comparison of perturbation bounds for the stationary distribution of a Markov chain
- Computation of the stationary distribution of a markov chain
- Finite Continuous Time Markov Chains
- Generalized inverses and their application to applied probability problems
- scientific article; zbMATH DE number 3858109 (Why is no real title available?)
- scientific article; zbMATH DE number 3858110 (Why is no real title available?)
- scientific article; zbMATH DE number 19232 (Why is no real title available?)
- scientific article; zbMATH DE number 1195779 (Why is no real title available?)
- scientific article; zbMATH DE number 232389 (Why is no real title available?)
- Markov chain sensitivity measured by mean first passage times
- Perturbation of the stationary distribution measured by ergodicity coefficients
- Perturbation theory and finite Markov chains
- Stationary distributions and mean first passage times of perturbed Markov chains
- The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities
- The Maclaurin series for performance functions of Markov chains
- The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
Cited in
(58)- Coupling and mixing times in a Markov chain
- Sensitivity to perturbation of the stationary distribution: Some refinements
- Markov chain sensitivity measured by mean first passage times
- On the long-run sensitivity of probabilistic Boolean networks
- Clustering behaviour in Markov chains with eigenvalues close to one
- Time operator of Markov chains and mixing times. Applications to financial data
- Kemeny's function for Markov chains and Markov renewal processes
- Exact mixing in an unknown Markov chain
- Sensitivity analysis of discrete Markov chains via matrix calculus
- Maximum entropy mixing time of circulant Markov processes
- Mixing times for uniformly ergodic Markov chains
- Kemeny's constant for countable Markov chains
- New perturbation bounds for denumerable Markov chains
- On the fastest finite Markov processes
- Lower bounds for the Estrada index using mixing time and Laplacian spectrum
- Generalized inverses of Markovian kernels in terms of properties of the Markov chain
- Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains
- Probabilistic approach to Perron root, the group inverse, and applications
- Mixing times of Markov chains on 3-orientations of planar triangulations
- scientific article; zbMATH DE number 426338 (Why is no real title available?)
- On approximating the stationary distribution of time-reversible Markov chains
- The computation of key properties of Markov chains via perturbations
- scientific article; zbMATH DE number 7446610 (Why is no real title available?)
- Mixing Markov Chains and Their Images
- Pseudometrics for State Aggregation in Average Reward Markov Decision Processes
- Online Regret Bounds for Markov Decision Processes with Deterministic Transitions
- scientific article; zbMATH DE number 4048789 (Why is no real title available?)
- Strong stationary times and eigenvalues
- Reversal of Markov Chains and the Forget Time
- Perturbed Markov chains
- Why is Kemeny's constant a constant?
- Assessing significance in a Markov chain without mixing
- The distribution of mixing times in Markov chains
- Minimising the largest mean first passage time of a Markov chain: the influence of directed graphs
- Mixing and average mixing times for general Markov processes
- Letter to the Editor
- A structured condition number for Kemeny's constant
- Mixing times and moving targets
- The role of Kemeny's constant in properties of Markov chains
- On the variances and covariances of the duration state sizes of semi-Markov systems
- Approximation, Randomization and Combinatorial Optimization. Algorithms and Techniques
- Traffic modelling framework for electric vehicles
- Mixing times for Markov chains on wreath products and related homogeneous spaces
- Fastest expected time to mixing for a Markov chain on a directed graph
- Slow mixing of Markov chains using fault lines and fat contours
- Kemeny's constant for nonbacktracking random walks
- The Kemeny constant for finite homogeneous ergodic Markov chains
- An identity for the bias in Markov reward processes with applications to Markov chain perturbation and Kemeny's constant
- Kemeny's constant and the Lemoine point of a simplex
- The impact of Prof. C. R. Rao's research used in solving problems in applied probability
- Threshold graphs, Kemeny's constant, and related random walk parameters
- Completion problems and sparsity for Kemeny's constant
- Mixing time bounds via the spectral profile
- Putting Markov chains back into Markov chain Monte Carlo
- Variances of first passage times in a Markov chain with applications to mixing times
- Orthogonality and probability: mixing times
- Some stochastic properties of ``semi-magic and ``magic Markov chains
- Quasi Markovian behavior in mixing maps
This page was built for publication: Mixing times with applications to perturbed Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2497948)
