Strong stationary times for features of random walks

2019/10/09 by Graham White, White, Graham
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1910.03837

openalex publication_date 2019/10/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In [4], we examined the use of coupling to obtain bounds on the mixing time of statistics on Markov chains. In the present paper, we consider the same general problem, but using strong stationary times rather than coupling. We discuss various types of behaviour that may occur when this is attempted, and analyse a variety of examples.

Cited by

• Coupling for features of random walks

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