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

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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