Strong stationary times via a new form of duality
From MaRDI portal
Publication:756859
DOI10.1214/aop/1176990628zbMath0723.60083OpenAlexW1991556567MaRDI QIDQ756859
James Allen Fill, Persi Diaconis
Publication date: 1990
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990628
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items
Antiduality and Möbius monotonicity: generalized coupon collector problem, SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES, Spectral expansions of non-self-adjoint generalized Laguerre semigroups, On a gateway between the Laguerre process and dynamics on partitions, Risk‐neutral pricing techniques and examples, Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds, HALF-SPACE MACDONALD PROCESSES, Transience of simple random walks with linear entropy growth, Orthogonal intertwiners for infinite particle systems in the continuum, On the separation cut-off phenomenon for Brownian motions on high dimensional spheres, Interlacing Diffusions, On the Markovian Similarity, On mixing of certain random walks, cutoff phenomenon and sharp threshold of random matroid processes, Spectral theory for the -Boson particle system, Intersection Conductance and Canonical Alternating Paths: Methods for General Finite Markov Chains, YANG–BAXTER FIELD FOR SPIN HALL–LITTLEWOOD SYMMETRIC FUNCTIONS, Computable Bounds on the Spectral Gap for Unreliable Jackson Networks, Analysis of a nonreversible Markov chain sampler., Risk and duality in multidimensions, On Möbius duality and coarse-graining, A super-class walk on upper-triangular matrices, On distributionally regenerative processes, Anisotropic \((2+1)\)d growth and Gaussian limits of \(q\)-Whittaker processes, Efficient Markovian couplings: Examples and counterexamples., Strong memoryless times and rare events in Markov renewal point processes., Nearest neighbor Markov dynamics on Macdonald processes, On hitting times and fastest strong stationary times for skip-free and more general chains, On times to quasi-stationarity for birth and death processes, The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof, Total variation cutoff in birth-and-death chains, Duality and Asymptotics for a Class of Nonneutral Discrete Moran Models, Three-dimensional Gaussian fluctuations of non-commutative random surfaces along time-like paths, Interacting particle systems at the edge of multilevel Dyson Brownian motions, Intertwinings of beta-Dyson Brownian motions of different dimensions, An exact formula for the move-to-front rule for self-organizing lists, Analysis of Top To Random Shuffles, A New Method for Coupling Random Fields, Generalized gambler's ruin problem: explicit formulas via Siegmund duality, Pathwise duals of monotone and additive Markov processes, Bernstein-gamma functions and exponential functionals of Lévy processes, Mixing time for random walk on supercritical dynamical percolation, Comparison inequalities and fastest-mixing Markov chains, \(q\)-distributions on boxed plane partitions, Strong stationary duality for Möbius monotone Markov chains, Hitting time distribution for skip-free Markov chains: a simple proof, Anisotropic growth of random surfaces in \({2+1}\) dimensions, On the construction of measure-valued dual processes, Cycles and eigenvalues of sequentially growing random regular graphs, Multilevel Dyson Brownian motions via Jack polynomials, Some algebraic structures in KPZ universality, COUPON COLLECTING, A probabilistic proof of Cooper and Frieze's "First Visit Time Lemma", Gibbs sampling, conjugate priors and coupling, PushTASEP in inhomogeneous space, Spectral computations for birth and death chains, Markov processes on the path space of the Gelfand-Tsetlin graph and on its boundary, Schur dynamics of the Schur processes, Factorized duality, stationary product measures and generating functions, The mathematics of mixing things up, A note on the passage time of finite-state Markov chains, On interweaving relations, Macdonald processes, Unnamed Item, Mixing times for uniformly ergodic Markov chains, On distributionally regenerative Markov chains, Fluctuations analysis of finite discrete birth and death chains with emphasis on Moran models with mutations, Geometric RSK and the Toda lattice, Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings, On the notion(s) of duality for Markov processes, Separation cutoffs for random walk on irreducible representations, Function-specific mixing times and concentration away from equilibrium, Skip-free Markov chains, Strong stationary duality for continuous-time Markov chains. I: Theory, Approximate and exact solutions of intertwining equations through random spanning forests, Strong stationary duality for diffusion processes, On eigenfunctions of Markov processes on trees, Unnamed Item, Strong stationary duality for discrete time Möbius monotone Markov chains on \(\mathbb{Z}_+^d\), Random surface growth with a wall and Plancherel measures for O (∞), Elliptically distributed lozenge tilings of a hexagon, Random surface growth and Karlin-McGregor polynomials, Duality and intertwining for discrete Markov kernels: relations and examples, Random forests and networks analysis, Explicit criteria on separation cutoff for birth and death chains, Proof of Aldous’ spectral gap conjecture, Stochastic higher spin six vertex model and \(q\)-TASEPs, Interlaced processes on the circle, Hard-edge asymptotics of the Jacobi growth process, Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups, The Move-to-Front Rule: A Case Study for two Perfect Sampling Algorithms, Approximation of sojourn-times via maximal couplings: motif frequency distributions, Separation cut-offs for birth and death chains, Yang-Baxter random fields and stochastic vertex models, Existence condition of strong stationary times for continuous time Markov chains on discrete graphs, Determinantal structures in space-inhomogeneous dynamics on interlacing arrays, Shuffling algorithm for boxed plane partitions, Law of large numbers for infinite random matrices over a finite field, Intertwining wavelets or multiresolution analysis on graphs through random forests, On absorption times and Dirichlet eigenvalues, Commutation relations and Markov chains, Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions, Exact results on the first hitting via conditional strong quasi-stationary times and applications to metastability, On the Markov commutator, Duality for a class of continuous-time reversible Markov models, On strong stationary times and approximation of Markov chain hitting times by geometric sums, On a gateway between continuous and discrete Bessel and Laguerre processes, Analysis of non-reversible Markov chains via similarity orbits, Lectures on integrable probability, Time to Stationarity for a Continuous-Time Markov Chain, Spectral Analysis, without Eigenvectors, for Markov Chains, An interruptible algorithm for perfect sampling via Markov chains, Evolving sets, mixing and heat kernel bounds, On metastability, On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes, Cutoff for the East process, Spin \(q\)-Whittaker polynomials and deformed quantum Toda, Efficient Markovian couplings: Examples and counterexamples
