Markov chains with almost exponential hitting times
D. Aldous. Stochastic Processes and their Applications, 13 (3):
305--310(September 1982)
Zusammenfassung
If a Markov chain converges rapidly to stationarity, then the time until the first hit on a rarely-visited set of states is approximately exponentially distributed; moreover an explicit bound for the error in this approximation can be given. This complements results of Keilson.
Beschreibung
Markov chains with almost exponential hitting times
%0 Journal Article
%1 keyhere
%A Aldous, David J.
%D 1982
%J Stochastic Processes and their Applications
%K Algorithmic
%N 3
%P 305--310
%T Markov chains with almost exponential hitting times
%U http://www.sciencedirect.com/science/article/B6V1B-45FT7RY-11/2/17bbd6fe2481348cda3dcf4f94e542c3
%V 13
%X If a Markov chain converges rapidly to stationarity, then the time until the first hit on a rarely-visited set of states is approximately exponentially distributed; moreover an explicit bound for the error in this approximation can be given. This complements results of Keilson.
@article{keyhere,
abstract = {If a Markov chain converges rapidly to stationarity, then the time until the first hit on a rarely-visited set of states is approximately exponentially distributed; moreover an explicit bound for the error in this approximation can be given. This complements results of Keilson.},
added-at = {2008-04-03T19:13:04.000+0200},
author = {Aldous, David J.},
biburl = {https://www.bibsonomy.org/bibtex/2886b55d3cee112cd5e079167488575d5/gwpl},
description = {Markov chains with almost exponential hitting times},
interhash = {6490a740b77d33cb713c26603d25a02d},
intrahash = {886b55d3cee112cd5e079167488575d5},
journal = {Stochastic Processes and their Applications},
keywords = {Algorithmic},
month = {#sep#},
number = 3,
pages = {305--310},
timestamp = {2008-04-03T19:13:04.000+0200},
title = {Markov chains with almost exponential hitting times},
url = {http://www.sciencedirect.com/science/article/B6V1B-45FT7RY-11/2/17bbd6fe2481348cda3dcf4f94e542c3},
volume = 13,
year = 1982
}