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Orthogonality and probability: mixing times
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Yevgeniy V Kovchegov, Oregon State University
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Abstract
We produce the first example of bounding total variation distance to stationarity and estimating mixing times via orthogonal polynomials diagonalization of discrete reversible Markov chains, the Karlin-McGregor approach.
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Full text: PDF
Pages: 59-67
Published on: February 28, 2010
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Electronic Communications in Probability. ISSN: 1083-589X |
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