On the fundamental matrix of finite state Markov chains, its eigensystem and its relation to hitting times

MaRDI QIDQ3436085zbMATHFDO

Authors Christiane Takacs

Publication date 8 May 2007

Full work available at URL https://eudml.org/doc/227760

zbMATH Keywords

Markov chainspectral clusteringfundamental matrixhitting time identitieshitting time matrix

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inference from stochastic processes and spectral analysis (62M15)

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• Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings
• scientific article; zbMATH DE number 3854137 (Why is no real title available?)
• Markov chains with quasitoeplitz transition matrix: first zero hitting
• Hitting times for random walks on tricyclic graphs
• Clustering behaviour in Markov chains with eigenvalues close to one

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