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Strong stationary time

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Markov process Markov chain Mixing time of a Markov chain
2026-09-24  0 By others on same topic  0 Discussions Create my own version
A randomized stopping time τ is a strong stationary time for a Markov chain with stationary distribution π when Xτ​ has distribution π and is independent of τ. Equivalently,
Px​(Xτ​=y,τ=t)=π(y)Px​(τ=t).
(1)
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    • Separation distance Strong stationary time

Separation distance (sx​(t))

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

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