Abstract
Separation is one measure of distance from stationarity for Markov chains. Strong stationary times provide bounds on separation and so aid in the analysis of mixing rates. The precise connection between separation and strong stationary times was drawn by Aldous and Diaconis (1987) (Advances in Applied Mathematics8: 69−97) for discrete time chains. We develop the corresponding foundational theory for continuous time chains; several new and interesting mathematical issues arise.
Publisher
Cambridge University Press (CUP)
Subject
Industrial and Manufacturing Engineering,Management Science and Operations Research,Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
14 articles.
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