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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| Format: | Others |
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arXiv,
2012-01-19T22:07:38Z.
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| Online Access: | Get fulltext |