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

zbMATH Open1121.60079MaRDI QIDQ3436085FDOQ3436085

Authors: Christiane Takacs 

Publication date: 8 May 2007

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

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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)

Cited In (5)

• Hitting times for random walks on tricyclic graphs
• Clustering behaviour in Markov chains with eigenvalues close to one
• Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings
• Title not available (Why is that?)
• Markov chains with quasitoeplitz transition matrix: first zero hitting

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