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Convergence to stationary state for a Markov move-to-front scheme

Part of: Markov processes Stochastic processes

Published online by Cambridge University Press:  14 July 2016

Eliane R. Rodrigues
Eliane R. Rodrigues*
Affiliation:
Universidade de Brasilia
*
∗Postal address: Universidade de Brasília, Departamento de Matemática, Campus Universitário, Asa Norte, 70.919–900, Brasilia DF, Brazil.
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Abstract

This work considers items (e.g. books, files) arranged in an array (e.g. shelf, tape) with N positions and assumes that items are requested according to a Markov chain (possibly, of higher order). After use, the requested item is returned to the leftmost position of the array. Successive applications of the procedure above give rise to a Markov chain on permutations. For equally likely items, the number of requests that makes this Markov chain close to its stationary state is estimated. To achieve that, a coupling argument and the total variation distance are used. Finally, for non-equally likely items and so-called p-correlated requests, the coupling time is presented as a function of the coupling time when requests are independent.

Keywords

MARKOV AND HIGHER-ORDER MARKOV REQUESTSTIME TO STATIONARITYCOUPLINGTOTAL VARIATION DISTANCE

MSC classification

Primary: 60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
Secondary: 60G10: Stationary processes
Type
Research Papers
Information
Journal of Applied Probability , Volume 32 , Issue 3 , September 1995 , pp. 768 - 776
Copyright
Copyright © Applied Probability Trust 1995 

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Footnotes

Most of this work was done while the author was doing her Ph.D. at Queen Mary and Westfield College, University of London, UK.

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