Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings

DOI10.1007/s10959-012-0457-9zbMath1320.60129arXiv1201.6441OpenAlexW2014751223MaRDI QIDQ471527

James Allen Fill, Vince Lyzinski

Publication date: 17 November 2014

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

Full work available at URL: https://arxiv.org/abs/1201.6441

zbMATH Keywords

Markov chainsMarkov semigroupshitting timesinterlacing eigenvalues

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Eigenvalues, singular values, and eigenvectors (15A18) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (5)

Hitting times of rare events in Markov chains ⋮ A note on the passage time of finite-state Markov chains ⋮ Usual and stochastic tail orders between hitting times for two Markov chains ⋮ Strong stationary duality for diffusion processes ⋮ On strong stationary times and approximation of Markov chain hitting times by geometric sums

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