Kemeny's constant minimization for reversible Markov chains via structure-preserving perturbations
Numerical Analysis
2025-12-17 v3 Numerical Analysis
Probability
Abstract
Kemeny's constant measures the efficiency of a Markov chain in traversing its states. We investigate whether structure-preserving perturbations to the transition probabilities of a reversible Markov chain can improve its connectivity while maintaining a fixed stationary distribution. Although the minimum achievable value for Kemeny's constant can be estimated, the required perturbations may be infeasible. We reformulate the problem as an optimization task, focusing on solution existence and efficient algorithms, with an emphasis to the problem of minimizing Kemeny's constant under sparsity constraints.
Keywords
Cite
@article{arxiv.2510.24679,
title = {Kemeny's constant minimization for reversible Markov chains via structure-preserving perturbations},
author = {Fabio Durastante and Miryam Gnazzo and Beatrice Meini},
journal= {arXiv preprint arXiv:2510.24679},
year = {2025}
}
Comments
See the arXiv v2 for extended proofs and code examples