HUNTER, JEFFREY J. - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 01, pp. 1250045-1
The distribution of the "mixing time" or the "time to stationarity" in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the Markov chain. Expressions for the probability generating...