Cookies

We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: Hitting large sets

Presented by Ross Kang, CWI

23 April 2012 14:00 in CM221

Given any irreducible discrete-time Markov chain on a finite state space, consider the largest expected hitting time $T(\alpha)$ of a set of stationary measure at least $\alpha$, $0 < \alpha < 1$. We describe tight relationships between $T(\alpha)$ and $T(\beta)$ for different choices of $\alpha$ and $\beta$. In particular, using an ergodic argument we show that, if $\alpha < 1/2$, then $T(\alpha) \leT(1/2)/\alpha$. A corollary is that, if the chain is reversible, $T(1/2)$ is equivalent to total variation mixing time of the chain, answering a question of Peres.

This is joint work with Simon Griffiths (IMPA), Roberto Oliveira (IMPA) and Viresh Patel (Durham).

Contact sunil.chhita@durham.ac.uk for more information