Abstract

Consider a Markov chain with finite state space and suppose you wish to change time replacing the integer step index n with a random counting process N(t). What happens to the mixing time of the Markov chain? We present a partial reply in a particular case of interest in which N(t) is a counting renewal process with power-law distributed inter-arrival times of index beta . We then focus on beta in (0,1), leading to infinite expectation for inter-arrival times and further study the situation in which inter-arrival times follow the Mittag-Leffler distribution of order beta .

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