Hitting Times and Interlacing Eigenvalues: A Stochastic Approach Using Intertwinings
نویسندگان
چکیده
منابع مشابه
Hitting times and Interlacing Eigenvalues: a Stochastic Approach Using Intertwinings
We develop a systematic matrix-analytic approach, based on intertwinings of Markov semigroups, for proving theorems about hitting-time distributions for finite-state Markov chains—an approach that (sometimes) deepens understanding of the theorems by providing corresponding sample-path-by-sample-path stochastic constructions. We employ our approach to give new proofs and constructions for two th...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2012
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-012-0457-9