@article{EJP2274,
author = {Roberto Oliveira},
title = {Mixing and hitting times for finite Markov chains},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {17},
year = {2012},
keywords = {Mixing times; hitting times; Markov chains.},
abstract = {Let $0<\alpha<1/2$. We show that that the mixing time of a continuous-time Markov chain on a finite state space is about as large as the largest expected hitting time of a subset of the state space with stationary measure $\geq \alpha$. Suitably modified results hold in discrete time and/or without the reversibility assumption. The key technical tool in the proof is the construction of random set $A$ such that the hitting time of $A$ is a light-tailed stationary time for the chain. We note that essentially the same results were obtained independently by Peres and Sousi.},
pages = {no. 70, 1-12},
issn = {1083-6489},
doi = {10.1214/EJP.v17-2274},
url = {http://ejp.ejpecp.org/article/view/2274}}