ON SOME MIXING TIMES FOR NONREVERSIBLE FINITE MARKOV CHAINS

被引：4

作者：

Huang, Lu-Jing ^{[1
]}

Mao, Yong-Hua ^{[1
]}

机构：

[1] Beijing Normal Univ, Sch Math Sci, Minist Educ, Lab Math & Complex Syst, Beijing 100875, Peoples R China

来源：

JOURNAL OF APPLIED PROBABILITY | 2017年 / 54卷 / 02期

关键词：

Markov chain; nonreversible; vorticity matrix; mixing time;

D O I：

10.1017/jpr.2017.21

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

By adding a vorticity matrix to the reversible transition probability matrix, we show that the commute time and average hitting time are smaller than that of the original reversible one. In particular, we give an affirmative answer to a conjecture ofAldous and Fill (2002). Further quantitive properties are also studied for the nonreversible finite Markov chains.

引用

页码：627 / 637

页数：11

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