A monotonicity in reversible Markov chains
نویسندگان
چکیده
منابع مشابه
A Monotonicity in Reversible Markov Chains
In this paper we identify a monotonicity in all countable-state-space reversible Markov chains and examine several consequences of this structure. In particular, we show that the return times to every state in a reversible chain have a decreasing hazard rate on the subsequence of even times. This monotonicity is used to develop geometric convergence rate bounds for time-reversibleMarkov chains....
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2006
ISSN: 0021-9002
DOI: 10.1239/jap/1152413736