Stationary distributions and mean first passage times of perturbed Markov chains
β Scribed by Jeffrey J. Hunter
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 273 KB
- Volume
- 410
- Category
- Article
- ISSN
- 0024-3795
No coin nor oath required. For personal study only.
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In an earlier paper [J.J. Hunter, Mixing times with applications to perturbed Markov chains, Linear Algebra Appl. 417 (2006) 108-123] the author introduced the statistic Ξ· i = m j =1 m ij Ο j as a measure of the "mixing time" or "time to stationarity" in a finite irreducible discrete time Markov cha
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