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Computing Moments of First Passage Times to a Subset of States in Markov Chains

โœ Scribed by Dayar, Tugrul; Akar, Nail

Book ID
118216100
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
193 KB
Volume
27
Category
Article
ISSN
0895-4798

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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