Strong times and first hitting
Francesco Manzo, Elisabetta Scoppola
TL;DR
This paper extends the concept of strong stationary times to non-reversible Markov processes and provides a new formula for calculating the hitting time to a target set.
Contribution
It introduces a generalized notion of strong stationary times and derives a representation formula for hitting times in non-reversible Markov processes.
Findings
Generalized strong stationary times for non-reversible processes
Representation formula for hitting times
Applicable to a broad class of Markov processes
Abstract
We generalize the notion of strong stationary time and we give a representation formula for the hitting time to a target set in the general case of non-reversible Markov processes.
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Stochastic processes and statistical mechanics · Mathematical Dynamics and Fractals