Strong stationary duality for Möbius monotone Markov chains

DOI10.1007/S11134-012-9284-ZzbMATH Open1275.60044arXiv1402.0353OpenAlexW2107781740MaRDI QIDQ383249FDOQ383249

Authors: Paweł Lorek, Ryszard Szekli 

Publication date: 25 November 2013

Published in: Queueing Systems (Search for Journal in Brave)

Abstract: We construct strong stationary dual chains for Ising model on a circle, non-symmetric random walk on square lattice and a random walk on hypercube. The strong stationary dual chains are all sharp and have the same state space as original chains. We use M"obius monotonicity of these chains with respect to natural orderings of the corresponding state spaces. This method provides an easy way to find eigenvalues in the Ising model and for a random walk on hypercube. Keywords: Markov chains; stochastic monotonicity; eigenvalues; M"obius monotonicity; strong stationary duality; strong stationary times; separation distance; mixing time; Ising model; hypercube

Full work available at URL: https://arxiv.org/abs/1402.0353

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zbMATH Keywords

speed of convergencerandom walk on cubestrong stationary dualsstrong stationary timesMöbius functionMöbius monotonicity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cited In (12)

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• Generalized gambler's ruin problem: explicit formulas via Siegmund duality
• Siegmund duality for continuous time Markov chains on \(\mathbb{Z}_+^d\)
• Computable bounds on the spectral gap for unreliable Jackson networks
• Antiduality and Möbius monotonicity: generalized coupon collector problem
• On Möbius duality and coarse-graining
• On strong stationary times and approximation of Markov chain hitting times by geometric sums
• Examples for the Theory of Strong Stationary Duality with Countable State Spaces
• Existence condition of strong stationary times for continuous time Markov chains on discrete graphs
• Strong stationary duality for continuous-time Markov chains. I: Theory
• Title not available (Why is that?)
• Siegmund duality for Markov chains on partially ordered state spaces

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