{
  "id": "1910.03837",
  "version": "v1",
  "published": "2019-10-09T08:25:43.000Z",
  "updated": "2019-10-09T08:25:43.000Z",
  "title": "Strong stationary times for features of random walks",
  "authors": [
    "Graham White"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In [4], we examined the use of coupling to obtain bounds on the mixing time of statistics on Markov chains. In the present paper, we consider the same general problem, but using strong stationary times rather than coupling. We discuss various types of behaviour that may occur when this is attempted, and analyse a variety of examples.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-10-09T08:25:43.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "strong stationary times",
      "random walks",
      "markov chains",
      "general problem",
      "statistics"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}