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On first-passage times in increasing Markov processes

✍ Scribed by Rafael Pérez-Ocón; M.Luz Gámiz-Pérez


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
206 KB
Volume
26
Category
Article
ISSN
0167-7152

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Variances of first passage times in a Ma
✍ Jeffrey J. Hunter 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 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 η i = m j =1 m ij π j as a measure of the "mixing time" or "time to stationarity" in a finite irreducible discrete time Markov cha