Georgiou-Scalas2022_Article_BoundsForMixingTimesForFiniteS.pdf (428.48 kB)
Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution
Version 2 2023-06-12, 08:11
Version 1 2023-06-10, 01:49
journal contribution
posted on 2023-06-12, 08:11 authored by Nicos GeorgiouNicos Georgiou, Enrico ScalasConsider a Markov chain with finite state space and suppose you wish to change time replacing the integer step index n with a random counting process N(t). What happens to the mixing time of the Markov chain? We present a partial reply in a particular case of interest in which N(t) is a counting renewal process with power-law distributed inter-arrival times of index ß. We then focus on ß?(0,1), leading to infinite expectation for inter-arrival times and further study the situation in which inter-arrival times follow the Mittag-Leffler distribution of order ß.
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- Published
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- Published version
Journal
Fractional Calculus and Applied AnalysisISSN
1311-0454Publisher
De GruyterExternal DOI
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1Volume
25Page range
229-243Department affiliated with
- Mathematics Publications
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- Probability and Statistics Research Group Publications
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- Yes
Peer reviewed?
- Yes
Legacy Posted Date
2021-11-17First Open Access (FOA) Date
2022-02-08First Compliant Deposit (FCD) Date
2021-11-16Usage metrics
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