Coupling and mixing times in a Markov chain |
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Authors: | Jeffrey J Hunter |
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Institution: | Institute of Information and Mathematical Sciences, Massey University Auckland, Private Bag 102-904, North Shore Mail Centre, Auckland 0754, New Zealand |
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Abstract: | The derivation of the expected time to coupling in a Markov chain and its relation to the expected time to mixing (as introduced by the author J.J. Hunter, Mixing times with applications to perturbed Markov chains, Linear Algebra Appl. 417 (2006) 108-123] are explored. The two-state cases and three-state cases are examined in detail. |
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Keywords: | 15A51 60J10 60J22 |
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