Upper bounds of a measure of dependence and the relaxation time for finite state Markov chains

Upper bounds of a measure of dependence and the relaxation time for finite state Markov chains

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Article ID: iaor19881179
Country: Japan
Volume: 32
Issue: 1
Start Page Number: 93
End Page Number: 102
Publication Date: Mar 1989
Journal: Journal of the Operations Research Society of Japan
Authors:
Keywords: measurement
Abstract:

This paper, considers a measure of dependence between Xt and X0 where Xt is an irreducible Markov chain on a finite state space. Defining dt(X)=supfÅ,gCor[f(X0),g(&Xtilde;t)], where Xt is the áMarkov chain on a finite state space. Defining

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