Why the Kemeny Time is a constant
Karl Gustafson; Jeffrey J. Hunter
Special Matrices (2016)
- Volume: 4, Issue: 1, page 176-180
- ISSN: 2300-7451
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topKarl Gustafson, and Jeffrey J. Hunter. "Why the Kemeny Time is a constant." Special Matrices 4.1 (2016): 176-180. <http://eudml.org/doc/276657>.
@article{KarlGustafson2016,
abstract = {We present a new fundamental intuition forwhy the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications.},
author = {Karl Gustafson, Jeffrey J. Hunter},
journal = {Special Matrices},
keywords = {Markov chains; Mixing; Kemeny constant; mixing},
language = {eng},
number = {1},
pages = {176-180},
title = {Why the Kemeny Time is a constant},
url = {http://eudml.org/doc/276657},
volume = {4},
year = {2016},
}
TY - JOUR
AU - Karl Gustafson
AU - Jeffrey J. Hunter
TI - Why the Kemeny Time is a constant
JO - Special Matrices
PY - 2016
VL - 4
IS - 1
SP - 176
EP - 180
AB - We present a new fundamental intuition forwhy the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications.
LA - eng
KW - Markov chains; Mixing; Kemeny constant; mixing
UR - http://eudml.org/doc/276657
ER -
References
top- [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. Zbl0576.15001
- [7] K. Gustafson, Antieigenvalue Analysis, with Applications to Numerical Analysis, Wavelets, Statistics, Quantum Mechanics, Finance and Optimization, World-Scientific, Singapore, 2012. Zbl1242.26003
- [8] I. Antoniou, Th. Christidis, and K.Gustafson, Probability from chaos, International J. of Quantum Chemistry 98 (2004) pp 150-159.
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