 Maximum entropy mixing time of circulant Markov processesKonstantin Avrachenkov, Laura Cottatellucci, Lorenzo Maggi and Yong-Hua Mao Statistics & Probability Letters, 2013, vol. 83, issue 3, 768-773 Abstract: We consider both discrete-time irreducible Markov chains with circulant transition probability matrix P and continuous-time irreducible Markov processes with circulant transition rate matrix Q. In both cases we provide an expression of all the moments of the mixing time. In the discrete case, we prove that all the moments of the mixing time associated with the transition probability matrix αP+[1−α]P∗ are maximum in the interval 0≤α≤1 when α=1/2, where P∗ is the transition probability matrix of the time-reversed chain. Similarly, in the continuous case, we show that all the moments of the mixing time associated with the transition rate matrix αQ+[1−α]Q∗ are also maximum in the interval 0≤α≤1 when α=1/2, where Q∗ is the time-reversed transition rate matrix. Keywords: Circulant Markov process; Maximum mixing time; Moments mixing time (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:3:p:768-773 Ordering information: This journal article can be ordered from DOI: 10.1016/j.spl.2012.11.022 Access Statistics for this article Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul More articles in Statistics & Probability Letters from Elsevier |
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