Markov chain properties in terms of column sums of the transition matrix

zbMATH Open1278.60111arXiv1111.0152MaRDI QIDQ2869072FDOQ2869072

Authors: Jeffrey J. Hunter 

Publication date: 30 December 2013

Published in: Acta et Commentationes Universitatis Tartuensis de Mathematica (Search for Journal in Brave)

Abstract: 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 associated irreducible discrete time Markov chain. Some new relationships, including some inequalities, and partial answers to the questions, are given using a special generalized matrix inverse that has not previously been considered in the literature on Markov chains.

Full work available at URL: https://arxiv.org/abs/1111.0152

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Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Cited In (4)

• Some stochastic properties of ``semi-magic and ``magic Markov chains
• Superstochastic matrices and magic Markov chains
• Inequalities for functions of transition matrices
• On the Kemeny constant and stationary distribution vector for a Markov chain

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