Time to Stationarity for a Continuous-Time Markov Chain
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Publication:3415997
DOI10.1017/S0269964800001893zbMath1134.60363MaRDI QIDQ3415997
Publication date: 19 January 2007
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Stationary stochastic processes (60G10) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (8)
On hitting times and fastest strong stationary times for skip-free and more general chains ⋮ Comparison inequalities and fastest-mixing Markov chains ⋮ The birth-death processes with regular boundary: stationarity and quasi-stationarity ⋮ Voter models on subcritical scale‐free random graphs ⋮ Strong stationary duality for continuous-time Markov chains. I: Theory ⋮ Separation cutoff for upward skip-free chains ⋮ Existence condition of strong stationary times for continuous time Markov chains on discrete graphs ⋮ Computable Bounds on the Spectral Gap for Unreliable Jackson Networks
Cites Work
- Strong stationary times via a new form of duality
- Future independent times and Markov chains
- Strong uniform times and finite random walks
- Approximate counting, uniform generation and rapidly mixing Markov chains
- Shuffling Cards and Stopping Times
- Mixing Rates for a Random Walk on the Cube
- A maximal coupling for Markov chains
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