Time to Stationarity for a Continuous-Time Markov Chain
暂无分享,去创建一个
[1] D. Griffeath. A maximal coupling for Markov chains , 1975 .
[2] J. Lamperti. Stochastic processes : a survey of the mathematical theory , 1979 .
[3] P. Diaconis,et al. SHUFFLING CARDS AND STOPPING-TIMES , 1986 .
[4] P. Matthews. Mixing rates for a random walk on the cube , 1987 .
[5] P. Diaconis,et al. Strong uniform times and finite random walks , 1987 .
[6] Future independent times and Markov chains , 1988 .
[7] Mark Jerrum,et al. Approximate Counting, Uniform Generation and Rapidly Mixing Markov Chains , 1987, International Workshop on Graph-Theoretic Concepts in Computer Science.
[8] P. Diaconis,et al. Strong Stationary Times Via a New Form of Duality , 1990 .
[9] P. Diaconis,et al. Examples for the Theory of Strong Stationary Duality with Countable State Spaces , 1990, Probability in the Engineering and Informational Sciences.
[10] J. A. Fill. Eigenvalue bounds on convergence to stationarity for nonreversible markov chains , 1991 .
[11] J. A. Fill. Strong stationary duality for continuous-time Markov chains. Part I: Theory , 1992 .