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
โฆ LIBER โฆ
Mixing times with applications to perturbed Markov chains
โ Scribed by Jeffrey J. Hunter
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 179 KB
- Volume
- 417
- Category
- Article
- ISSN
- 0024-3795
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In several papers Meyer, singly and with coauthors, established the usefulness of the group generalized inverse in the study and computations of various aspects of Markov chains. Here we are interested in those results which concern bounds on the condition number of the chain and on the error in the