The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Strong Stationary Times Via a New Form of Duality
Open accessAbstract
A strong stationary time for a Markov chain $(X_n)$ is a stopping time $T$ for which $X_T$ is stationary and independent of $T$. Such times yield sharp bounds on certain measures of nonstationarity for $X$ at fixed finite times $n$. We construct an absorbing dual Markov chain with absorption time a strong stationary time for $X$. We relate our dual to a notion of duality used in the study of interacting particle systems. For birth and death chains, our dual is again birth and death and permits a stochastic interpretation of the eigenvalues of the transition matrix for $X$. The duality approach unifies and extends the analysis of previous constructions and provides several new examples.
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Citations
Cites
Group representations in probability and statistics
Diaconis, P. (1988) · doi:10.1214/lnms/1215467407 · Cited by 1,381
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Cited by
Geometric Bounds for Eigenvalues of Markov Chains
Diaconis, P., & Stroock, D. (1991) · The Annals of Applied Probability · doi:10.1214/aoap/1177005980 · Cited by 882
Self-citationLectures on finite Markov chains
Saloff-Coste, L. (1997) · Lecture Notes in Mathematics · doi:10.1007/bfb0092621 · Cited by 382
Fill, J. A. (1991) · The Annals of Applied Probability · doi:10.1214/aoap/1177005981 · Cited by 320
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Metadata
- Authors
- Diaconis, P., & Fill, J. A.
- Venue
- The Annals of Probability
- Publisher
- Institute of Mathematical Statistics
- Published
- 1990-10-01
- Volume
- 18
- Issue
- 4
- ISSN
- 0091-1798 (ISSN-L)
- OpenAlex
- W1991556567
- Cited by
- 253
- References
- 1
- FWCI
- 5.24
- Type
- journal article
- Language
- en
- Open access
- bronze
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- Diaconis, P., & Fill, J. A. (1990). Strong Stationary Times Via a New Form of Duality. The Annals of Probability. https://doi.org/10.1214/aop/1176990628
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