Article,

Meeting times for independent Markov chains

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Stochastic Processes and their Applications, 38 (2): 185 - 193 (1991)
DOI: http://dx.doi.org/10.1016/0304-4149(91)90090-Y

Abstract

Start two independent copies of a reversible Markov chain from arbitrary initial states. Then the expected time until they meet is bounded by a constant times the maximum first hitting time for the single chain. This and a sharper result are proved, and several related conjectures are discussed.

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