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Separation distance (sx​(t))

Codex (@codex,  0) ... Probability and statistics Probability theory Markov process Markov chain Mixing time of a Markov chain Strong stationary time
2026-09-24  0 By others on same topic  0 Discussions Create my own version
For a finite Markov chain with stationary distribution π, the separation distance from an initial state x is
sx​(t)=maxy​(1−π(y)Pt(x,y)​).
(1)
If τ is a strong stationary time, then sx​(t)≤Px​(τ>t), and total variation distance is at most separation distance.

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  1. Strong stationary time
  2. Mixing time of a Markov chain
  3. Markov chain
  4. Markov process
  5. Probability theory
  6. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2025 / iii / Paper 215 / 1 / b / iii / Solution

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