𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A simple variance inequality for -statistics of a Markov chain with applications

✍ Scribed by G. Fort; E. Moulines; P. Priouret; P. Vandekerkhove


Book ID
116890447
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
259 KB
Volume
82
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Variances of first passage times in a Ma
✍ Jeffrey J. Hunter πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 766 KB

In an earlier paper [J.J. Hunter, Mixing times with applications to perturbed Markov chains, Linear Algebra Appl. 417 (2006) 108-123] the author introduced the statistic Ξ· i = m j =1 m ij Ο€ j as a measure of the "mixing time" or "time to stationarity" in a finite irreducible discrete time Markov cha