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

DOI10.1016/J.PHYSA.2014.07.084zbMATH Open1395.60078OpenAlexW2041110904MaRDI QIDQ1783136FDOQ1783136

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

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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 (4)

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

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