Frontiers of Mathematics in China >
Eigentime identity for asymmetric finite Markov chains
Received date: 15 Dec 2009
Accepted date: 12 May 2010
Published date: 05 Dec 2010
Copyright
Two kinds of eigentime identity for asymmetric finite Markov chains are proved both in the ergodic case and the transient case.
Key words： Asymmetric Markov chain; eigenvalue; hitting time; Jordan decomposition
Hao CUI , Yong-Hua MAO . Eigentime identity for asymmetric finite Markov chains[J]. Frontiers of Mathematics in China, 2010 , 5(4) : 623 -634 . DOI: 10.1007/s11464-010-0067-8
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