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Mixing and hitting times for finite Markov chains


 
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1. Title Title of document Mixing and hitting times for finite Markov chains
 
2. Creator Author's name, affiliation, country Roberto Imbuzeiro Oliveira; IMPA; Brazil
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Mixing times; hitting times; Markov chains.
 
3. Subject Subject classification 60J10
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) CNPq
 
7. Date (YYYY-MM-DD) 2012-08-27
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2274
 
10. Identifier Digital Object Identifier 10.1214/EJP.v17-2274
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 17
 
12. Language English=en en
 
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