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
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