On the move-to-front scheme with Markov dependent requests

DOI10.2307/3215104zbMath0891.60064OpenAlexW4229576432MaRDI QIDQ4364888

David Dyte, Alan J. Pryde, Ravindra M. Phatarfod

Publication date: 7 July 1998

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215104

zbMATH Keywords

eigenvaluesMarkov chaintransition matrixmove-to-front

Mathematics Subject Classification ID

Searching and sorting (68P10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Data structures (68P05)

Related Items (7)

Comparison of subdominant eigenvalues of some linear search schemes ⋮ Geometric ergodicity and the spectral gap of non-reversible Markov chains ⋮ Markov incremental constructions ⋮ Multiplicities of eigenvalues of some linear search schemes ⋮ Random walks and hyperplane arrangements ⋮ Data structures on event graphs ⋮ Perron eigenvector of the Tsetlin matrix

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