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Markov chains with almost exponential hitting times

Stochastic Processes and their Applications, 13(3): 305--310, 1982.
Authors: David J. Aldous
URL: http://www.sciencedirect.com/science/article/B6V1B-45FT7RY-11/2/17bbd6fe2481348cda3dcf4f94e542c3
Description: Markov chains with almost exponential hitting times
Tags: Algorithmic
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.
| URL | BibTeX  
@article{keyhere,
title = {Markov chains with almost exponential hitting times},
author = {David J. Aldous},
journal = {Stochastic Processes and their Applications},
month = {#sep#},
number = {3},
pages = {305--310},
url = {http://www.sciencedirect.com/science/article/B6V1B-45FT7RY-11/2/17bbd6fe2481348cda3dcf4f94e542c3},
volume = {13},
year = {1982},
description = {Markov chains with almost exponential hitting times},
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.},
keywords = {Algorithmic }
}