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math.PR2019
Gambler's ruin estimates on finite inner uniform domains
Persi Diaconis, Kelsey Houston-Edwards, Laurent Saloff-Coste
Gambler's ruin estimates can be viewed as harmonic measure estimates for finite Markov chains which are absorbed (or killed) at boundary points. We relate such estimates to propert…
math.PR2019
Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity
Persi Diaconis, Kelsey Houston-Edwards, Laurent Saloff-Coste
For a relatively large class of well-behaved absorbing (or killed) finite Markov chains, we give detailed quantitative estimates regarding the behavior of the chain before it is ab…