Bounds on expected coupling times in Markov chains
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Date
2008
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Massey University
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Abstract
In the author’s paper “Coupling and Mixing Times in Markov Chains” (RLIMS, 11, 1-
22, 2007) it was shown that it is very difficult to find explicit expressions for the
expected time to coupling in a general Markov chain. In this paper simple upper and
lower bounds are given for the expected time to coupling in a discrete time finite
Markov chain. Extensions to the bounds under additional restrictive conditions are also
given with detailed comparisons provided for two and three state chains.
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Keywords
Markov chains
Citation
Hunter, J.J. (2008), Bounds on expected coupling times in Markov chains, Research Letters in the Information and Mathematical Sciences, 12, 1-23