Variational principles of hitting times for non-reversible Markov chains

[摘要] We give some new kinds of variational formulas for the first hitting time of non-reversible Markov chain on countable state space. Some comparison theorems are obtained for the non-reversible Markov chain and its corresponding reversible one. As an application, we prove a stronger version of a conjecture in [1, Chapter 9, Conjecture 22]. (C) 2018 Published by Elsevier Inc.

[发布日期] 2018-12-15

[关键词] Variational formula;Markov chain;Non-reversible;First hitting time;Fundamental matrix