Abstract
For discrete-time, ergodic Markov chains started from stationarity, Fill and Lyzinski (2014) showed that hitting times may sometimes be represented as geometric sums. We extend this, giving explicit bounds in the approximation of hitting times by appropriately chosen geometric sums.
| Original language | English |
|---|---|
| Pages (from-to) | 74-80 |
| Number of pages | 7 |
| Journal | Statistics and Probability Letters |
| Volume | 150 |
| Early online date | 11 Mar 2019 |
| DOIs | |
| Publication status | Published - Jul 2019 |
Keywords
- Geometric sum
- Markov chains
- Passage time
- Stochastic ordering
- Strong stationary time
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty
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