Why the Kemeny Time is a constant
Karl Gustafson ; Jeffrey J. Hunter
Special Matrices, Tome 4 (2016), p. 176-180 / Harvested from The Polish Digital Mathematics Library

We present a new fundamental intuition forwhy the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications.

Publié le : 2016-01-01
EUDML-ID : urn:eudml:doc:276657
@article{bwmeta1.element.doi-10_1515_spma-2016-0016,
     author = {Karl Gustafson and Jeffrey J. Hunter},
     title = {Why the Kemeny Time is a constant},
     journal = {Special Matrices},
     volume = {4},
     year = {2016},
     pages = {176-180},
     zbl = {1334.60142},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_1515_spma-2016-0016}
}
Karl Gustafson; Jeffrey J. Hunter. Why the Kemeny Time is a constant. Special Matrices, Tome 4 (2016) pp. 176-180. http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_1515_spma-2016-0016/

[1] J.J Hunter, The Role of Kemeny’s constant in properties ofMarkov chains, Communications in Statistics -Theory andMethods, 43(2014), 1309-1321.

[2] I. Gialampoukidis, K. Gustafson, and I. Antoniou, Time operator ofMarkov chains and mixing times. Applications to financial data, Physica A 415(2014), 141-155. [WoS]

[3] J.G Kemeny and J.L. Snell, Finite Markov Chains, Van Nostrand, Princeton, NJ, 1960.

[4] D. Lay, Linear Algebra and its Applications, 4th Ed., Addison Wesley, Boston, MA, 2012.

[5] J.J Hunter, Mathematical Techniques of Applied Probability, Volume 2, Discrete Time Models: Techniques and Application, Academic Press, New York, NY, 1983.

[6] R.A Horn, and C.R Johnson, Matrix Analysis, Cambridge University Press, Cambridge, UK, 1985. | Zbl 0576.15001

[7] K. Gustafson, Antieigenvalue Analysis, with Applications to Numerical Analysis, Wavelets, Statistics, Quantum Mechanics, Finance and Optimization, World-Scientific, Singapore, 2012. | Zbl 1242.26003

[8] I. Antoniou, Th. Christidis, and K.Gustafson, Probability from chaos, International J. of Quantum Chemistry 98 (2004) pp 150-159.