Title of article :
Expectations for Nonreversible Markov Chains
Author/Authors :
I. H. Dinwoodie، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 1998
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
Journal title :
Journal of Mathematical Analysis and Applications