%0 Journal Article %1 keyhere %A Aldous, David J. %D 1982 %J Stochastic Processes and their Applications %K Markov_chain hitting_times %N 3 %P 305--310 %T Markov chains with almost exponential hitting times %U http://www.sciencedirect.com/science/article/B6V1B-45FT7RY-11/2/17bbd6fe2481348cda3dcf4f94e542c3 %V 13 %X If a Markov chain converges rapidly to stationarity, then the time until the first hit on a rarely-visited set of states is approximately exponentially distributed; moreover an explicit bound for the error in this approximation can be given. This complements results of Keilson.

@article{keyhere, abstract = {If a Markov chain converges rapidly to stationarity, then the time until the first hit on a rarely-visited set of states is approximately exponentially distributed; moreover an explicit bound for the error in this approximation can be given. This complements results of Keilson.}, added-at = {2008-04-03T19:44:52.000+0200}, author = {Aldous, David J.}, biburl = {https://www.bibsonomy.org/bibtex/2886b55d3cee112cd5e079167488575d5/peter.ralph}, description = {Markov chains with almost exponential hitting times}, interhash = {6490a740b77d33cb713c26603d25a02d}, intrahash = {886b55d3cee112cd5e079167488575d5}, journal = {Stochastic Processes and their Applications}, keywords = {Markov_chain hitting_times}, month = {#sep#}, note = {Uses quasistationarity.}, number = 3, pages = {305--310}, timestamp = {2008-04-03T19:44:53.000+0200}, title = {Markov chains with almost exponential hitting times}, url = {http://www.sciencedirect.com/science/article/B6V1B-45FT7RY-11/2/17bbd6fe2481348cda3dcf4f94e542c3}, volume = 13, year = 1982 }