scientific article; zbMATH DE number 1195779
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Publication:4208451
A Markov chain is constructed from whose stationary distribution one wishes to sample, and then the chain is run for a fixed number of steps after which the distribution of the current state is ``nearly stationary. This number of steps is ``the mixing time and there are many ways to define it, but they fall into a small number of classes. The parameters in each class lie within constant multiples of one another, independent of the chain. Furthermore, there are interesting connections between these classes related to time reversal. For the entire collection see [Zbl 0892.00045].
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