On absorption times and Dirichlet eigenvalues

DOI10.1051/ps:2008037zbMath1222.60050MaRDI QIDQ3085572

Laurent Miclo

Publication date: 31 March 2011

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/245435

zbMATH Keywords

Dirichlet eigenvalues; local equilibria; exit or absorption times; irreducible reversible finite Markov chains; strong random times

Mathematics Subject Classification ID

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60J27: Continuous-time Markov processes on discrete state spaces

Related Items

Surprise Probabilities in Markov Chains, Metastable states, quasi-stationary distributions and soft measures, Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks, Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings, Frogs on trees?, Hitting time distributions for denumerable birth and death processes, Unnamed Item

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