Normal distributions of finite Markov chains

DOI10.1142/S0218196719500577MaRDI QIDQ5242801zbMATH OpenOpenAlexWikidataFDO

Authors Anne Schilling, John L. Rhodes

Publication date 7 November 2019

Published in International Journal of Algebra and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.01042

zbMATH Keywords

Karnofsky-Rhodes expansionKleene expressionsMarkov chainsMcCammond expansionnormal distributionssemaphore codesstationary distributions

Mathematics Subject Classification ID

Free semigroups, generators and relations, word problems (20M05) Representation of semigroups; actions of semigroups on sets (20M30) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Combinatorial probability (60C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: We show that the stationary distribution of a finite Markov chain can be expressed as the sum of certain normal distributions. These normal distributions are associated to planar graphs consisting of a straight line with attached loops. The loops touch only at one vertex either of the straight line or of another attached loop. Our analysis is based on our previous work, which derives the stationary distribution of a finite Markov chain using semaphore codes on the Karnofsky--Rhodes and McCammond expansion of the right Cayley graph of the finite semigroup underlying the Markov chain.

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Cited in

(7)

• Unified theory for finite Markov chains
• Probability distribution of the stochastic convolution functional of a normal Markov process
• Mixing time for Markov chain on linear extensions
• scientific article; zbMATH DE number 3984251 (Why is no real title available?)
• Markov Chains Through Semigroup Graph Expansions (A Survey)
• Upper Bounds on Mixing Time of Finite Markov Chains
• Equidivisibility and profinite coproduct

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