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

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aut.relation.endpage51
aut.relation.issue1
aut.relation.pages29
aut.relation.startpage33
aut.relation.volume16
aut.researcherHunter, Jeffrey Joseph
dc.contributor.authorHunter, JJ
dc.date.accessioned2012-12-04T01:55:34Z
dc.date.accessioned2013-01-10T22:40:03Z
dc.date.accessioned2013-01-10T22:40:19Z
dc.date.available2012-12-04T01:55:34Z
dc.date.available2013-01-10T22:40:03Z
dc.date.available2013-01-10T22:40:19Z
dc.date.copyright2012
dc.date.issued2012
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.citationActa et Commentationes Universitatis Tartuensis de Mathematica, vol.16(1), pp.33 - 51 (29)
dc.identifier.issn1406-2283
dc.identifier.urihttps://hdl.handle.net/10292/4981
dc.languageEnglish
dc.publisherFaculty of Mathematics and Computer Science, University of Tartu
dc.relation.replaceshttp://hdl.handle.net/10292/4809
dc.relation.replaces10292/4809
dc.relation.replaceshttp://hdl.handle.net/10292/4980
dc.relation.replaces10292/4980
dc.relation.urihttp://math.ut.ee/acta/16-1/Hunter.pdf
dc.rightsActa et Commentationes Universitatis Tartuensis de Mathematica is an open access journal starting with volume 14 (2010). This means that all content is freely available without charge on the website of the journal (http://www.math.ut.ee/acta/). Users are allowed to read, download, copy, distribute, print, search, or link to the full texts of the articles in this journal without asking prior permission from the publisher or the author.
dc.rights.accessrightsOpenAccess
dc.subjectMarkov chains
dc.subjectStochastic matrices
dc.subjectColumn sums
dc.subjectStationary distributions
dc.subjectMean rst passage times
dc.subjectKemeny constant
dc.subjectGeneralized matrix inverses
dc.titleMarkov Chain properties in terms of column sums of the transition matrix
dc.typeJournal Article
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