The Optimal Sink and the Best Source in a Markov Chain

@article{Bakhtin2011TheOS,
  title={The Optimal Sink and the Best Source in a Markov Chain},
  author={Yuri Bakhtin and Leonid A. Bunimovich},
  journal={Journal of Statistical Physics},
  year={2011},
  volume={143},
  pages={943-954}
}
It is well known that the distributions of hitting times in Markov chains are quite irregular, unless the limit as time tends to infinity is considered. We show that nevertheless for a typical finite irreducible Markov chain and for nondegenerate initial distributions the tails of the distributions of the hitting times for the states of a Markov chain can be ordered, i.e., they do not overlap after a certain finite moment of time. If one considers instead each state of a Markov chain as a… 
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11 Citations

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