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Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution

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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 Scalas
Consider 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.

History

Publication status

  • Published

File Version

  • Published version

Journal

Fractional Calculus and Applied Analysis

ISSN

1311-0454

Publisher

De Gruyter

Issue

1

Volume

25

Page range

229-243

Department affiliated with

  • Mathematics Publications

Research groups affiliated with

  • Probability and Statistics Research Group Publications

Full text available

  • Yes

Peer reviewed?

  • Yes

Legacy Posted Date

2021-11-17

First Open Access (FOA) Date

2022-02-08

First Compliant Deposit (FCD) Date

2021-11-16

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