Let P be the transition matrix of a positive recurrent Markov chain on the integers with invariant probability vector πT, and let(n) P̃ be a stochastic matrix, formed by augmenting the entries of the ...

Journal of Applied Probability, Vol. 20, No. 2 (Jun., 1983), pp. 277-287 (11 pages) The stationary distribution may be used to estimate the rate of geometric convergence to ergodicity for a finite ...