| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10224160 | Journal of Mathematical Analysis and Applications | 2018 | 19 Pages |
Abstract
We give some new kinds of variational formulas for the first hitting time of non-reversible Markov chain on countable state space. Some comparison theorems are obtained for the non-reversible Markov chain and its corresponding reversible one. As an application, we prove a stronger version of a conjecture in [1, Chapter 9, Conjecture 22].
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Lu-Jing Huang, Yong-Hua Mao,