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Coupling and mixing times in a Markov chain
Authors:Jeffrey J. Hunter
Affiliation:Institute of Information and Mathematical Sciences, Massey University Auckland, Private Bag 102-904, North Shore Mail Centre, Auckland 0754, New Zealand
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.
Keywords:15A51   60J10   60J22
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