Catral, M., Kirkland, S.J., Neumann, M. and Sze, N.-S. (2010) The Kemeny Constant For Finite Homogeneous Ergodic Markov Chains. Journal of Scientific Computing, 45 (1-3). pp. 151-166. ISSN 0885-7474
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Abstract
A quantity known as the Kemeny constant, which is used to measure
the expected number of links that a surfer on the World Wide
Web, located on a random web page, needs to follow before reaching
his/her desired location, coincides with the more well known notion of
the expected time to mixing, i.e., to reaching stationarity of an ergodic Markov chain. In this paper we present a new formula for the Kemeny
constant and we develop several perturbation results for the constant,
including conditions under which it is a convex function. Finally, for
chains whose transition matrix has a certain directed graph structure
we show that the Kemeny constant is dependent only on the common
length of the cycles and the total number of vertices and not on the
specific transition probabilities of the chain.
Item Type: | Article |
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Additional Information: | The original publication is available at www.springerlink.com |
Keywords: | Nonnegative matrices; group inverses; directed graphs; Markov chains; stationary distribution vectors; stochastic matrices; mean first passage times; |
Academic Unit: | Faculty of Science and Engineering > Research Institutes > Hamilton Institute |
Item ID: | 2185 |
Depositing User: | Professor Steve Kirkland |
Date Deposited: | 13 Oct 2010 15:31 |
Journal or Publication Title: | Journal of Scientific Computing |
Publisher: | Springer Verlag |
Refereed: | No |
Related URLs: | |
URI: | https://mu.eprints-hosting.org/id/eprint/2185 |
Use Licence: | This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here |
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