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Strong stationary times and eigenvalues
Published online by Cambridge University Press: 14 July 2016
Abstract
This note gives a new strong stationary time (SST) for reversible finite Markov chains. A modification of the initial distribution is represented as a mixture of distributions which have eigenvector interpretations, and for which good simple SSTs exist. This provides some insight into the relationship between SSTs and eigenvalues. Connections to duality and the threshold phenomenon are discussed.
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- Short Communications
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- Copyright
- Copyright © Applied Probability Trust 1992
Footnotes
Research supported by the National Security Agency under Grant Number MDA 904-88-H-2014.
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