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  • School of Engineering, Computer and Mathematical Sciences - Te Kura Mātai Pūhanga, Rorohiko, Pāngarau
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Markov chain properties in terms of column sums of the transition matrix

Hunter, JJ
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JJH VUW Workshop Talk.pdf (1.804Mb)
Abstracts_VUW_WPMS2011pdf.pdf (112.9Kb)
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http://hdl.handle.net/10292/3046
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Abstract
Questions 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.
Date
November 28, 2011
Source
Presentation at the Third Wellington Workshop in probability and mathematical statistics, Wellington, New Zealand
Item Type
Conference Contribution
Publisher
Victoria University of Wellington, New Zealand
Publisher's Version
http://msor.victoria.ac.nz/Events/WWPMS2011/WebHome
http://msor.victoria.ac.nz/twiki/pub/Events/WWPMS2011/Programme/Programme_25Nov.pdf
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