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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…

概率论 · 数学 2014-03-18 Jeffrey J. Hunter

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…

概率论 · 数学 2018-09-17 Jeffrey J Hunter

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…

概率论 · 数学 2026-02-13 P. J. Fitzsimmons

In their 1960 book on finite Markov chains, Kemeny and Snell established that a certain sum is invariant. The value of this sum has become known as {\it Kemeny's constant}. Various proofs have been given over time, some more technical than…

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…

数值分析 · 数学 2025-12-17 Fabio Durastante , Miryam Gnazzo , Beatrice Meini

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.…

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…

概率论 · 数学 2009-09-16 Peter G. Doyle

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…

社会与信息网络 · 计算机科学 2024-09-10 Haisong Xia , Zhongzhi Zhang

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…

组合数学 · 数学 2022-03-24 Jane Breen , Nolan Faught , Cory Glover , Mark Kempton , Adam Knudson , Alice Oveson

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

概率论 · 数学 2015-11-04 Karl Gustafson , Jeffrey J. Hunter

Let $X(\cdot)$ be a non-degenerate, positive recurrent one-dimensional diffusion process on $\mathbb{R}$ with invariant probability density $\mu(x)$, and let $\tau_y=\inf\{t\ge0: X(t)=y\}$ denote the first hitting time of $y$. Let…

概率论 · 数学 2019-03-29 Ross G. Pinsky

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…

数值分析 · 数学 2024-09-16 Dario Andrea Bini , Fabio Durastante , Sooyeong Kim , Beatrice Meini

Kemeny's constant quantifies a graph's connectivity by measuring the average time for a random walker to reach any other vertex. We introduce two concepts of the directional derivative of Kemeny's constant with respect to an edge and use…

数值分析 · 数学 2025-09-01 Dario A. Bini , Beatrice Meini , Federico Poloni

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…

概率论 · 数学 2024-08-09 Ronald Ortner

In a connected graph, Kemeny's constant gives the expected time of a random walk from an arbitrary vertex $x$ to reach a randomly-chosen vertex $y$. Because of this, Kemeny's constant can be interpreted as a measure of how well a graph is…

The Kemeny's constant $\kappa(G)$ of a connected undirected graph $G$ can be interpreted as the expected transit time between two randomly chosen vertices for the Markov chain associated with $G$. In certain cases, inserting a new edge into…

组合数学 · 数学 2019-09-30 Lorenzo Ciardo

Kemeny's constant of a simple connected graph $G$ is the expected length of a random walk from $i$ to any given vertex $j \neq i$. We provide a simple method for computing Kemeny's constant for 1-separable via effective resistance methods…

组合数学 · 数学 2021-08-03 Nolan Faught , Mark Kempton , Adam Knudson

Markov processes are widely used models for investigating kinetic networks. Here we collate and present a variety of results pertaining to kinetic network models, in a unified framework. The aim is to lay out explicit links between several…

化学物理 · 物理学 2020-04-22 Adam Kells , Edina Rosta , Alessia Annibale

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…

组合数学 · 数学 2025-10-09 Jane Breen , Mark Kempton , Adam Knudson , Matthew Shumway

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…

概率论 · 数学 2014-03-05 Jeffrey J. Hunter
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