Time operator of Markov chains and mixing times. Applications to financial data

DOI10.1016/J.PHYSA.2014.07.084MaRDI QIDQ1783136zbMATH OpenOpenAlexFDO

Authors Ilias Gialampoukidis, Karl Gustafson, I. Antoniou

Publication date 20 September 2018

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2014.07.084

zbMATH Keywords

Markov chainsKemeny constantmixing timetime operatorinternal age

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Economic time series analysis (91B84) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(5)

• Antieigenvalue analysis for continuum mechanics, economics, and number theory
• Age, innovations and time operator of networks
• Age and time operator of evolutionary processes
• Why the Kemeny time is a constant
• Financial time operator for random walk markets

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