Mixing times with applications to perturbed Markov chains

DOI10.1016/J.LAA.2006.02.008zbMATH Open1099.60048OpenAlexW2032212734MaRDI QIDQ2497948FDOQ2497948

Jeffrey J. Hunter

Publication date: 4 August 2006

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

Full work available at URL: https://doi.org/10.1016/j.laa.2006.02.008

zbMATH Keywords

perturbationstationary distributiontime to mixing

Mathematics Subject Classification ID

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)

Cites Work

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• The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
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• Perturbation of the stationary distribution measured by ergodicity coefficients

Cited In (44)

• 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
• The Role of Kemeny's Constant in Properties of Markov Chains
• Why is Kemeny’s constant a constant?
• Probabilistic approach to Perron root, the group inverse, and applications
• Sensitivity analysis of discrete Markov chains via matrix calculus
• Pseudometrics for State Aggregation in Average Reward Markov Decision Processes
• On the long-run sensitivity of probabilistic Boolean networks
• Some stochastic properties of ``semi-magic and ``magic Markov chains
• On the fastest finite Markov processes
• Coupling and mixing times in a Markov chain
• THE DISTRIBUTION OF MIXING TIMES IN MARKOV CHAINS
• Letter to the Editor
• Mixing and average mixing times for general Markov processes
• Time operator of Markov chains and mixing times. Applications to financial data
• Mixing time bounds via the spectral profile
• 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
• A Structured Condition Number for Kemeny's Constant
• Title not available (Why is that?)
• Clustering behaviour in Markov chains with eigenvalues close to one
• Exact mixing in an unknown Markov chain
• On the Variances and Convariances of the Duration State Sizes of Semi-Markov Systems
• Lower bounds for the Estrada index using mixing time and Laplacian spectrum
• The computation of key properties of Markov chains via perturbations
• Kemeny's function for Markov chains and Markov renewal processes
• Kemeny's constant for nonbacktracking random walks
• Mixing Markov Chains and Their Images
• Markov chain sensitivity measured by mean first passage times
• Online Regret Bounds for Markov Decision Processes with Deterministic Transitions
• Traffic modelling framework for electric vehicles
• Title not available (Why is that?)
• Putting Markov chains back into Markov chain Monte Carlo
• Minimising the largest mean first passage time of a Markov chain: the influence of directed graphs
• Title not available (Why is that?)
• Kemeny's constant for countable Markov chains
• Fastest expected time to mixing for a Markov chain on a directed graph
• The Kemeny constant for finite homogeneous ergodic Markov chains
• Perturbed Markov chains
• Mixing times for Markov chains on wreath products and related homogeneous spaces

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