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Computing mean first passage times for a Markov chain

โœ Scribed by Sheskin, Theodore J.


Book ID
111678589
Publisher
Taylor and Francis Group
Year
1995
Tongue
English
Weight
264 KB
Volume
26
Category
Article
ISSN
0020-739X

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๐Ÿ“œ SIMILAR VOLUMES


Variances of first passage times in a Ma
โœ Jeffrey J. Hunter ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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 ฮท i = m j =1 m ij ฯ€ j as a measure of the "mixing time" or "time to stationarity" in a finite irreducible discrete time Markov cha