Strong stationary times via a new form of duality
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DOI10.1214/AOP/1176990628zbMATH Open0723.60083OpenAlexW1991556567MaRDI QIDQ756859FDOQ756859
Authors: Persi Diaconis, James Allen Fill 
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
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Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)
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- Analysis of a nonreversible Markov chain sampler.
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- Duality and Asymptotics for a Class of Nonneutral Discrete Moran Models
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- Efficient Markovian couplings: Examples and counterexamples.
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- Efficient Markovian couplings: Examples and counterexamples
- 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
- Approximation of sojourn-times via maximal couplings: motif frequency distributions
- On eigenfunctions of Markov processes on trees
- Spectral theory for the \(q\)-boson particle system
- An exact formula for the move-to-front rule for self-organizing lists
- On mixing of certain random walks, cutoff phenomenon and sharp threshold of random matroid processes
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- Strong stationary times and eigenvalues
- Spectral Analysis, without Eigenvectors, for Markov Chains
- Schur dynamics of the Schur processes
- Examples for the Theory of Strong Stationary Duality with Countable State Spaces
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- Interacting particle systems at the edge of multilevel Dyson Brownian motions
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- The Move-to-Front Rule: A Case Study for two Perfect Sampling Algorithms
- Time to Stationarity for a Continuous-Time Markov Chain
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- Geometric RSK and the Toda lattice
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- Rates of convergence of some multivariate Markov chains with polynomial eigenfunctions
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