Why the Kemeny Time is a constant

• Autorzy: Karl Gustafson , Jeffrey J. Hunter
• Języki publikacji: EN

Abstrakty

EN

We present a new fundamental intuition forwhy the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications.

Słowa kluczowe

EN

Markov chains; Mixing; Kemeny constant

• Wydawca: De Gruyter Open
• Czasopismo: Special Matrices
• Rocznik: 2016
• Tom: 4
• Numer: 1
• Strony: 176-180

Daty

otrzymano

2015-09-30

zaakceptowano

2016-02-21

online

2016-03-18

Twórcy

autor

Karl Gustafson

• Department of Mathematics, University of Colorado, Boulder, Colorado, 80309- 0395, USA

autor

Jeffrey J. Hunter

• Department of Mathematical Sciences, School of Engineering, Computer and Mathematical Sciences, Auckland University of Technology

Bibliografia

• [1] J.J Hunter, The Role of Kemeny’s constant in properties ofMarkov chains, Communications in Statistics -Theory andMethods, 43(2014), 1309-1321.
• [2] I. Gialampoukidis, K. Gustafson, and I. Antoniou, Time operator ofMarkov chains and mixing times. Applications to financial data, Physica A 415(2014), 141-155. [WoS]
• [3] J.G Kemeny and J.L. Snell, Finite Markov Chains, Van Nostrand, Princeton, NJ, 1960.
• [4] D. Lay, Linear Algebra and its Applications, 4th Ed., Addison Wesley, Boston, MA, 2012.
• [5] J.J Hunter, Mathematical Techniques of Applied Probability, Volume 2, Discrete Time Models: Techniques and Application, Academic Press, New York, NY, 1983.
• [6] R.A Horn, and C.R Johnson, Matrix Analysis, Cambridge University Press, Cambridge, UK, 1985.
• [7] K. Gustafson, Antieigenvalue Analysis, with Applications to Numerical Analysis, Wavelets, Statistics, Quantum Mechanics, Finance and Optimization, World-Scientific, Singapore, 2012.
• [8] I. Antoniou, Th. Christidis, and K.Gustafson, Probability from chaos, International J. of Quantum Chemistry 98 (2004) pp 150-159.

Identyfikatory

DOI

10.1515/spma-2016-0016