相关论文: Why is Kemeny's constant a constant?
We present a new fundamental intuition for why the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications
Extensions of Kemeny's constant, as derived for irreducible finite Markov chains in discrete time, to Markov renewal processes and Markov chains in continuous time are discussed. Three alternative Kemeny's functions and their variants are…
In a finite state irreducible Markov chain with stationary probabilities \pi_i and mean first passage times m_(ij) (mean recurrence time when i = j) it was first shown by Kemeny and Snell (1960) that \sum_j \pi_j m_(ij) is a constant K, not…
Kemeny's constant is an invariant of discrete-time Markov chains, equal to the expected number of steps between two states sampled from the stationary distribution. It appears in applications as a concise characterization of the mixing…
The mean time taken by an irreducible Markov chain on a finite state space to hit a target chosen at random according to the stationary distribution does not depend on the initial state of the chain. This mean time is known as Kemeny's…
Given an ergodic finite-state Markov chain, let M_{iw} denote the mean time from i to equilibrium, meaning the expected time, starting from i, to arrive at a state selected randomly according to the equilibrium measure w of the chain. John…
Kemeny's constant quantifies the expected time for a random walk to reach a randomly chosen vertex, providing insight into the global behavior of a Markov chain. We present a novel eigenvector-based formula for computing Kemeny's constant.…
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…
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…
Given a unichain Markov reward process (MRP), we provide an explicit expression for the bias values in terms of mean first passage times. This result implies a generalization of known Markov chain perturbation bounds for the stationary…
Given a stochastic matrix $P$ partitioned in four blocks $P_{ij}$, $i,j=1,2$, Kemeny's constant $\kappa(P)$ is expressed in terms of Kemeny's constants of the stochastic complements $P_1=P_{11}+P_{12}(I-P_{22})^{-1}P_{21}$, and…
Kemeny's constant for a connected graph $G$ is the expected time for a random walk to reach a randomly-chosen vertex $u$, regardless of the choice of the initial vertex. We extend the definition of Kemeny's constant to non-backtracking…
Kemeny's constant for random walks on a graph is defined as the mean hitting time from one node to another selected randomly according to the stationary distribution. It has found numerous applications and attracted considerable research…
We propose two possible definitions for a version of Kemeny's constant of a graph based on non-backtracking random walks (in place of the usual simple random walk). We show that these two definitions coincide for edge-transitive graphs, and…
On trees of fixed order, we show a direct relation between Kemeny's constant and Wiener index, and provide a new formula of Kemeny's constant from the relation with a combinatorial interpretation. Moreover, the relation simplifies proofs of…
This note presents a simple proof of the monotonicity of the invariant distribution of a discrete Markov chain with a finite state space. This answers a question recently raised by David Siegmund.
The initial theoretical connections between Leontief input-output models and Markov chains were established back in 1950s. However, considering the wide variety of mathematical properties of Markov chains, there has not been a full…
For continuous-time ergodic Markov processes, the Kemeny time $\tau_*$ is the characteristic time needed to converge towards the steady state $P_*(x)$ : in real-space, the Kemeny time $\tau_*$ corresponds to the average of the…
For a Markov chain $Y$ with values in a Polish space, consider the entrance Markov chain obtained by sampling $Y$ at the moments when it enters a fixed set $A$ from its complement $A^c$. Similarly, consider the exit Markov chain, obtained…
Let $M$ be an irreducible transition matrix on a finite state space $V$. For a Markov chain $C=(C_k,k\geq 0)$ with transition matrix $M$, let $\tau^{\geq 1}_u$ denote the first positive hitting time of $u$ by $C$, and $\rho$ the unique…