Covariance and relaxation time in finite Markov chains.

Keilson, Julian

Journal of Applied Mathematics and Stochastic Analysis (1998)

  • Volume: 11, Issue: 3, page 391-396
  • ISSN: 2090-3332

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Keilson, Julian. "Covariance and relaxation time in finite Markov chains.." Journal of Applied Mathematics and Stochastic Analysis 11.3 (1998): 391-396. <http://eudml.org/doc/48144>.

@article{Keilson1998,
author = {Keilson, Julian},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {finite Markov chains; covariance; relaxation time},
language = {eng},
number = {3},
pages = {391-396},
publisher = {Hindawi Publishing Corporation, New York},
title = {Covariance and relaxation time in finite Markov chains.},
url = {http://eudml.org/doc/48144},
volume = {11},
year = {1998},
}

TY - JOUR
AU - Keilson, Julian
TI - Covariance and relaxation time in finite Markov chains.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1998
PB - Hindawi Publishing Corporation, New York
VL - 11
IS - 3
SP - 391
EP - 396
LA - eng
KW - finite Markov chains; covariance; relaxation time
UR - http://eudml.org/doc/48144
ER -

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