Let
X(t), 0
t
, be an ergodic continuous-time Markov chain with finite or countably infinite state space. We construct a
strong stationary dual chain
X
* whose first hitting times yield bounds on the convergence to stationarity for
X. The development follows closely the discrete-time theory of Diaconis and Fill.
(2,3) However, for applicability it is important that we formulate our results in terms of infinitesimal rates, and this raises new issues.
Key Words Markov chains - generators - mixing rates - variation distance - time to stationarity - strong stationary duality - monotone likelihood ratio - birth and death chains - ergenvalues