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
Coupling and mixing times in a Markov chain
β Scribed by Jeffrey J. Hunter
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 427 KB
- Volume
- 430
- Category
- Article
- ISSN
- 0024-3795
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