Geodesic
Exact mixing in an unknown Markov chain
The electronic journal of combinatorics, Tome 2 (1995)
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We give a simple stopping rule which will stop an unknown, irreducible $n$-state Markov chain at a state whose probability distribution is exactly the stationary distribution of the chain. The expected stopping time of the rule is bounded by a polynomial in the maximum mean hitting time of the chain. Our stopping rule can be made deterministic unless the chain itself has no random transitions.
DOI : 10.37236/1209
Classification : 60J10
Mots-clés : stopping rule, stationary distribution, stopping time, maximum mean hitting time 
@article{10_37236_1209,
     author = {Laszlo Lovasz and Peter Winkler},
     title = {Exact mixing in an unknown {Markov} chain},
     journal = {The electronic journal of combinatorics},
     year = {1995},
     volume = {2},
     doi = {10.37236/1209},
     zbl = {0823.60057},
     url = {http://geodesic.mathdoc.fr/articles/10.37236/1209/}
}
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%A Laszlo Lovasz
%A Peter Winkler
%T Exact mixing in an unknown Markov chain
%J The electronic journal of combinatorics
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Laszlo Lovasz; Peter Winkler. Exact mixing in an unknown Markov chain. The electronic journal of combinatorics, Tome 2 (1995). doi: 10.37236/1209

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