Bounds on expected coupling times in Markov chains

dc.contributor.author	Hunter, Jeffrey J.
dc.date.accessioned	2013-05-20T23:56:35Z
dc.date.available	2013-05-20T23:56:35Z
dc.date.issued	2008
dc.identifier.citation	Hunter, J.J. (2008), Bounds on expected coupling times in Markov chains, Research Letters in the Information and Mathematical Sciences, 12, 1-23	en
dc.identifier.issn	1175-2777
dc.identifier.uri	http://hdl.handle.net/10179/4495
dc.description.abstract	In the author’s paper “Coupling and Mixing Times in Markov Chains” (RLIMS, 11, 1- 22, 2007) it was shown that it is very difficult to find explicit expressions for the expected time to coupling in a general Markov chain. In this paper simple upper and lower bounds are given for the expected time to coupling in a discrete time finite Markov chain. Extensions to the bounds under additional restrictive conditions are also given with detailed comparisons provided for two and three state chains.	en
dc.language.iso	en	en
dc.publisher	Massey University	en
dc.subject	Markov chains	en
dc.title	Bounds on expected coupling times in Markov chains	en
dc.type	Article	en