{ "id": "1903.00247", "version": "v1", "published": "2019-03-01T11:19:10.000Z", "updated": "2019-03-01T11:19:10.000Z", "title": "Antiduality and Möbius monotonicity: Generalized Coupon Collector Problem", "authors": [ "Paweł Lorek" ], "comment": "29 pages", "categories": [ "math.PR" ], "abstract": "For a given absorbing Markov chain $X^*$ on a finite state space, a chain $X$ is a sharp antidual of $X^*$ if the fastest strong stationary time of $X$ is equal, in distribution, to the absorption time of $X^*$. In this paper we show a systematic way of finding such an antidual based on some partial ordering of the state space. We use a theory of strong stationary duality developed recently for M\\\"obius monotone Markov chains. We give several sharp antidual chains for Markov chain corresponding to a generalized coupon collector problem. As a consequence - utilizing known results on a limiting distribution of the absorption time - we indicate a separation cutoff (with its window size) in several chains. We also present a chain which (under some conditions) has a prescribed stationary distribution and its fastest strong stationary time is distributed as a prescribed mixture of sums of geometric random variables.", "revisions": [ { "version": "v1", "updated": "2019-03-01T11:19:10.000Z" } ], "analyses": { "subjects": [ "60J10", "60G40", "06A06" ], "keywords": [ "generalized coupon collector problem", "fastest strong stationary time", "möbius monotonicity", "markov chain", "sharp antidual" ], "note": { "typesetting": "TeX", "pages": 29, "language": "en", "license": "arXiv", "status": "editable" } } }