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On first returning time and last exit time of a class of Markov chain

โœ Scribed by Hui Zeng Zhang, Min Zhi Zhao, Lei Wang


Book ID
118792092
Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2012
Tongue
English
Weight
253 KB
Volume
29
Category
Article
ISSN
1439-7617

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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