Eigentime identity for asymmetric finite Markov chains

Hao Cui; Yong-Hua Mao

doi:10.1007/s11464-010-0067-8

Front. Math. China ›› 2010, Vol. 5 ›› Issue (4) :623 -634. DOI: 10.1007/s11464-010-0067-8

Research Article

RESEARCH ARTICLE

Eigentime identity for asymmetric finite Markov chains

Hao Cui ¹
, Yong-Hua Mao ¹^,^b

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Abstract

Two kinds of eigentime identity for asymmetric finite Markov chains are proved both in the ergodic case and the transient case.

Keywords

Asymmetric Markov chain / eigenvalue / hitting time / Jordan decomposition

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Hao Cui, Yong-Hua Mao. Eigentime identity for asymmetric finite Markov chains. Front. Math. China, 2010, 5(4): 623-634 DOI:10.1007/s11464-010-0067-8

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