Exit Frequency Matrices for Finite Markov Chains
Published in Combinatorics, Probability and Computing, 2010
A. Beveridge and L. Lovász, Exit frequency matrices for finite Markov chains, Combinatorics, Probability and Computing 19 (2010), pp. 541–560.
Preprint link: https://github.com/mathbeveridge/mathbeveridge.github.io/blob/master/files/exitfreqmat.pdf
Every Markov chain $M$ has a corresponding dual chain $\hat{M}$ corresponding to time reversal. We prove that Markov chain duality extends to matrices of exit frequencies for the family of stopping rules to a fixed target distribution.