Coupling and Mixing Times in Markov Chains

Jeffrey J Hunter
Massey University Auckland

The properties of the time to coupling and the time to mixing in Markov chains are explored. In particular, the expected time to coupling is compared with the expected time to mixing (as introduced by the presenter in “Mixing times with applications to perturbed Markov chains”, Linear Algebra Appl. (417, 108-123 (2006).) Comparisons in some special cases as well as some general results are presented.

Session 1b, Statistical Methodology: 13:50 — 14:10, Room 446

Presentation Program