The distribution of Mixing Times in Markov Chains

The distribution of the "mixing time" or the "time to stationarity" in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the Markov chain. Expressions for the probabil...

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Bibliographic Details
Main Author: Hunter, JJ (Author)
Format: Others
Published: arXiv, 2012-01-19T22:07:38Z.
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