On mean recurrence times of Markov chain
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Ricardo GΓ³mez
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Article
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2010
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Elsevier Science
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English
β 141 KB
We show that the mean recurrence times of (countable state) irreducible and positively recurrent Markov chains are the spanning tree invariants of the first return loop systems. Then, by the Perron-Frobenius Theorem, the spanning tree invariants of the first return loop systems of a finite state Mar