A measure of the “mixing time” or “time to stationarity” in a finite irreducible discrete time Markov chain is considered. The statistic η π i ij j m j m = = ∑ 1 , where {πj} is the stationary… (More)

Stationary distributions of perturbed finite irreducible discrete time Markov chains are intimately connected with the behaviour of associated mean first passage times. This interconnection is… (More)

The derivation of mean first passage times in Markov chains involves the solution of a family of linear equations. By exploring the solution of a related set of equations, using suitable generalized… (More)

Progress in the eld of Computer Vision/Image Understanding has long been hampered by the lack of standard software environments for research and application development. The Image Understanding… (More)

An algorithmic procedure for the determination of the stationary distribution of a finite, m-state, irreducible Markov chain, that does not require the use of methods for solving systems of linear… (More)

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… (More)

In an attempt to examine the effect of dependencies in the arrival process on the steady state queue length process in single server queueing models with exponential service time distribution, four… (More)

Abstract In an earlier paper (Hunter, 2002) it was shown that mean first passage times play an important role in determining bounds on the relative and absolute differences between the stationary… (More)