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arXiv · 1910.03837

Strong stationary times for features of random walks

Graham White
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Abstract

In [4], we examined the use of coupling to obtain bounds on the mixing time of statistics on Markov chains. In the present paper, we consider the same general problem, but using strong stationary times rather than coupling. We discuss various types of behaviour that may occur when this is attempted, and analyse a variety of examples.

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Graham White. 2019-10-09. Strong stationary times for features of random walks. https://arxiv.org/abs/1910.03837

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