## Search

Now showing items 1-9 of 9

#### Simple procedures for finding mean first passage times in Markov chains

(Massey University, 2005)

The derivation of mean first passage times in Markov chains involves the solution of a family of linear equations. By exploring the solution of a related set of equations, using suitable generalized inverses of the Markovian ...

#### Coupling and mixing times in a Markov Chains [sic]

(Massey University, 2007)

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 in “Mixing times with applications
to perturbed Markov chains” Linear Algebra ...

#### Bounds on expected coupling times in Markov chains

(Massey University, 2008)

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. ...

#### Variances of first passage times in a Markov chain with applications to mixing times

(Massey University, 2006)

In an earlier paper the author introduced the statisticηi j ijπ j
m = m = Σ 1
as a measure of the
“mixing time” or “time to stationarity” in a finite irreducible discrete time Markov chain
with stationary distribution ...

#### Some properties of transition matrices for chain binomial models

(Massey University, 2005)

A chain binomial model is a Markov chain with a transition matrix whose rows are binomial probabilities. Two such chains are presented and illustrated with possible applications. The paper will focus in particular on some ...

#### Convergence of alternating Markov chains

(2005)

Suppose we have two Markov chains defined on the same state space. What happens if we alternate them? If they both converge to the same stationary distribution, will the chain obtained by alternating them also converge? ...

#### Stationary distributions and mean first passage times of perturbed Markov chains

(Massey University, 2002)

Stationary distributions of perturbed finite irreducible discrete time Markov chains are intimately
connected with the behaviour of associated mean first passage times. This interconnection is explored
through the use ...

#### Generalized inverses, stationary distributions and mean first passage times with applications to perturbed Markov chains

(Massey University, 2002)

In an earlier paper (Hunter, 2002) it was shown that mean first passage times play an important role in
determining bounds on the relative and absolute differences between the stationary probabilities in
perturbed finite ...

#### A survey of generalized inverses and their use in stochastic modelling

(Massey University, 2000)

In many stochastic models, in particular Markov chains in discrete or continuous time and Markov
renewal processes, a Markov chain is present either directly or indirectly through some form of
embedding. The analysis of ...