Meeting times for independent Markov chains

David J. Aldous

Stochastic Processes and their Applications, 1991, vol. 38, issue 2, 185-193

Abstract: Start two independent copies of a reversible Markov chain from arbitrary initial states. Then the expected time until they meet is bounded by a constant times the maximum first hitting time for the single chain. This and a sharper result are proved, and several related conjectures are discussed.

Date: 1991
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