Covariance and relaxation time in finite Markov chains

Journal of Applied Mathematics and Stochastic Analysis

Volumn 11, Issue 3, 1998, Pages 391-396

  Keilson, Julian ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Covariance; Finite Markov Chains; Relaxation Time

Indexed keywords

EID: 54749134649     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/S104895339800032X     Document Type: Article

References (4)

1. Keilson, J., Markov Chain Models - Rarity and Exponentiality, Springer-Verlag, Applied Mathematical Sciences Series 28 1979.
2. Keilson, J. and Vasicek, O.A., Monotone measures of ergodicity for Markov chains, Special Issue for Ryszard Syski, J. of Appl. Math. and Stoch. Anal., 11:3 (1998), 281-286.
3. Kendall, D.G., Unitary Dilations of Markov Transition Operators and the Corresponding Integral Representations for Transition Probability Matrices, (ed. by U. Grenander), Probability and Statistics, Almqvist and Wiksell, Stockholm 1959.
4. Roy, Abhijit, Transient Analysis of Queueing Systems, Ph.D. Thesis, The University of Rochester (1996). This is available from UMI, Ann Arbor, MI.