Title of article :
Expectations for Nonreversible Markov Chains
Author/Authors :
I. H. Dinwoodie، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 1998
Pages :
12
From page :
585
To page :
596
Abstract :
Bounds are given for an irreducible Markov chain on the probability that the time average of a functional on the state space exceeds its stationary expectation, without assuming reversibility. The bounds are in terms of the singular values of the discrete generator.
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
1998
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
931671
Link To Document :
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