Exact mixing in an unknown Markov chain

Exact mixing in an unknown Markov chain

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Article ID: iaor20022965
Country: United States
Volume: 2
Issue: 1
Publication Date: Jan 1995
Journal: Electronic Journal of Combinatorics
Authors: ,
Abstract:

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.

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