Convergence to stationary state for a Markov move-to-front scheme

DOI10.2307/3215128zbMATH Open0834.60082OpenAlexW4234989238MaRDI QIDQ4858682FDOQ4858682

Authors: Eliane R. Rodrigues 

Publication date: 12 March 1996

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

Full work available at URL: https://doi.org/10.2307/3215128

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zbMATH Keywords

couplingtotal variation distancetime to stationarityMarkov and higher-order Markov requests

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stationary stochastic processes (60G10)

Cited In (6)

• The performance of the move-to-front scheme under some particular forms of Markov requests
• Functional central limit theorem for tagged particle dynamics in stochastic ranking process with space-time dependent intensities
• Performance of the move-to-front algorithm with Markov-modulated request sequences
• The move-to-partner rule for self-organizing task allocation on a linear array
• Biased random-to-top shuffling
• Stochastic ranking process with time dependent intensities

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