English

Antiduality and M\"obius monotonicity: Generalized Coupon Collector Problem

Probability 2019-03-04 v1

Abstract

For a given absorbing Markov chain XX^* on a finite state space, a chain XX is a sharp antidual of XX^* if the fastest strong stationary time of XX is equal, in distribution, to the absorption time of XX^*. In this paper we show a systematic way of finding such an antidual based on some partial ordering of the state space. We use a theory of strong stationary duality developed recently for M\"obius monotone Markov chains. We give several sharp antidual chains for Markov chain corresponding to a generalized coupon collector problem. As a consequence - utilizing known results on a limiting distribution of the absorption time - we indicate a separation cutoff (with its window size) in several chains. We also present a chain which (under some conditions) has a prescribed stationary distribution and its fastest strong stationary time is distributed as a prescribed mixture of sums of geometric random variables.

Keywords

Cite

@article{arxiv.1903.00247,
  title  = {Antiduality and M\"obius monotonicity: Generalized Coupon Collector Problem},
  author = {Paweł Lorek},
  journal= {arXiv preprint arXiv:1903.00247},
  year   = {2019}
}

Comments

29 pages

R2 v1 2026-06-23T07:55:15.659Z