Bounds on expected coupling times in Markov chains

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dc.contributor.authorHunter, Jeffrey J.
dc.date.accessioned2013-05-20T23:56:35Z
dc.date.available2013-05-20T23:56:35Z
dc.date.issued2008
dc.description.abstractIn 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.en
dc.identifier.citationHunter, J.J. (2008), Bounds on expected coupling times in Markov chains, Research Letters in the Information and Mathematical Sciences, 12, 1-23en
dc.identifier.issn1175-2777
dc.identifier.urihttp://hdl.handle.net/10179/4495
dc.language.isoenen
dc.publisherMassey Universityen
dc.subjectMarkov chainsen
dc.titleBounds on expected coupling times in Markov chainsen
dc.typeArticleen
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