$P$ has a stationary distribution $\pi$, then we define
$$d(t)=\max_{X\in\Bool^{\mathsf{N}}}\tv{P^t(X,\cdot)-\pi}.$$
+\ANNOT{incohérence de notation $X$ : entier ou dans $B^N$ ?}
and
$$t_{\rm mix}(\varepsilon)=\min\{t \mid d(t)\leq \varepsilon\}.$$
%% is $\epsilon$-close to a stationary distribution.
Intutively speaking, $t_{\rm mix}(\varepsilon)$ is the time/steps required
-to be sure to be $\varepsilon$-close to the staionary distribution, wherever
+to be sure to be $\varepsilon$-close to the stationary distribution, wherever
the chain starts.
\subsection{Upper bound of Stopping Time}\label{sub:stop:bound}
-
A stopping time $\tau$ is a {\emph strong stationary time} if $X_{\tau}$ is
independent of $\tau$. The following result will be useful~\cite[Proposition~6.10]{LevinPeresWilmer2006},
\end{algorithm}
Practically speaking, for each number $\mathsf{N}$, $ 3 \le \mathsf{N} \le 16$,
-10 functions have been generaed according to method presented in section~\ref{sec:hamilton}. For each of them, the calculus of the approximation of $E[\ts]$
+10 functions have been generated according to method presented in section~\ref{sec:hamilton}. For each of them, the calculus of the approximation of $E[\ts]$
is executed 10000 times with a random seed. The Figure~\ref{fig:stopping:moy}
summarizes these results. In this one, a circle represents the
approximation of $E[\ts]$ for a given $\mathsf{N}$.
