Exact Mixing in an Unknown Markov Chain
نویسندگان
چکیده
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. Mathematics Subject Classification: 60J10
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عنوان ژورنال:
- Electr. J. Comb.
دوره 2 شماره
صفحات -
تاریخ انتشار 1995