Strong stationary times and eigenvalues
From MaRDI portal
Publication:3992304
DOI10.2307/3214809zbMath0759.60071OpenAlexW2321442233MaRDI QIDQ3992304
No author found.
Publication date: 13 August 1992
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214809
rate of convergencestationary distributionthreshold phenomenareversible Markov chainsrandomized stopping timeaperiodic Markov chain
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Eigenvalues, singular values, and eigenvectors (15A18) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items
Efficient Markovian couplings: Examples and counterexamples., On times to quasi-stationarity for birth and death processes, The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof, The mathematics of mixing things up, Efficient Markovian couplings: Examples and counterexamples