Q.L. Li and J. Cao (2013). A computational framework for the mixing times in the discrete time Markov chains. arxiv.org: 1209.5604, Pages 1–34.

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In this paper, we develop some matrix Poisson’s equations satisfied by the mean and variance of the mixing time in an irreducible positive-recurrent discrete-time Markov chain with infinitely-many levels, and provide a computational framework for the solution to the matrix Poisson’s equations by means of the UL-type of RG-factorization as well as the generalized inverses. In an important special case: the level-dependent QBD processes, we provide a detailed computation for the mean and varia
创建时间:2013-09-09 00:00

Q.L. Li and J. Cao (2013). A computational framework for the mixing times in the discrete time Markov chains. arxiv.org: 1209.5604, Pages 1–34