RESEARCH ARTICLE

Eigentime identity for asymmetric finite Markov chains

  • Hao CUI ,
  • Yong-Hua MAO
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  • School of Mathematical Sciences; Key Laboratory of Mathematics and Complex Systems, Ministry of Education, China, Beijing Normal University, Beijing 100875, China

Received date: 15 Dec 2009

Accepted date: 12 May 2010

Published date: 05 Dec 2010

Copyright

2014 Higher Education Press and Springer-Verlag Berlin Heidelberg

Abstract

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

Cite this article

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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