Markov chain properties in terms of column sums of the transition matrix

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aut.researcherHunter, Jeffrey Joseph
dc.contributor.authorHunter, JJ
dc.date.accessioned2011-12-06T22:58:58Z
dc.date.available2011-12-06T22:58:58Z
dc.date.copyright2011-11-28
dc.date.issued2011-11-28
dc.description.abstractQuestions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the associated irreducible discrete time Markov chain. Some new relationships, including some inequalities, and partial answers to the questions, are given using a special generalized matrix inverse that has not previously been considered in the literature on Markov chains.
dc.identifier.citationPresentation at the Third Wellington Workshop in probability and mathematical statistics, Wellington, New Zealand
dc.identifier.urihttps://hdl.handle.net/10292/3046
dc.publisherVictoria University of Wellington, New Zealand
dc.relation.urihttp://msor.victoria.ac.nz/Events/WWPMS2011/WebHome
dc.relation.urihttp://msor.victoria.ac.nz/twiki/pub/Events/WWPMS2011/Programme/Programme_25Nov.pdf
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dc.rights.accessrightsOpenAccess
dc.titleMarkov chain properties in terms of column sums of the transition matrix
dc.typeConference Contribution
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