Displaying similar documents to “Perfect sampling from the limit of deterministic products of stochastic matrices.”

Technical comment. A problem on Markov chains

Franco Giannessi (2010)

RAIRO - Operations Research

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A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.

Aggregation/disaggregation method for safety models

Štěpán Klapka, Petr Mayer (2002)

Applications of Mathematics

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The paper concerns the possibilities for mathematical modelling of safety related systems (equipment oriented on safety). Some mathematical models have been required by the present European Standards for the railway transport. We are interested in the possibility of using Markov’s models to meet these Standards. In the text an example of using that method in the interlocking equipment life cycle is given. An efficient aggregation/disaggregation method for computing some characteristics...

Random walk centrality and a partition of Kemeny's constant

Stephen J. Kirkland (2016)

Czechoslovak Mathematical Journal

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We consider an accessibility index for the states of a discrete-time, ergodic, homogeneous Markov chain on a finite state space; this index is naturally associated with the random walk centrality introduced by Noh and Reiger (2004) for a random walk on a connected graph. We observe that the vector of accessibility indices provides a partition of Kemeny's constant for the Markov chain. We provide three characterizations of this accessibility index: one in terms of the first return time...