Kirkland, Steve (2010) Fastest Expected Time to Mixing for a Markov Chain on a Directed Graph. Linear Algebra and its Applications, 433. pp. 1988-1996. ISSN 0024-3795
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Abstract
For an irreducible stochastic matrix T, the Kemeny constant K(T)
measures the expected time to mixing of the Markov chain corresponding
to T. Given a strongly connected directed graph D, we consider the set
ΣD of stochastic matrices whose directed graph is subordinate to D, and
compute the minimum value of K, taken over the set ΣD. The matrices
attaining that minimum are also characterised, thus yielding a description
of the transition matrices in ΣD that minimise the expected time to
mixing. We prove that K(T) is bounded from above as T ranges over
the irreducible members of ΣD if and only if D is an intercyclic directed
graph, and in the case that D is intercyclic, we find the maximum value
of K on the set ΣD. Throughout, our results are established using a mix
of analytic and combinatorial techniques.
Item Type: | Article |
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Additional Information: | This material is based upon works supported in part by the Science Foundation Ireland under Grant No. SFI/07/SK/I1216b. |
Keywords: | Stochastic matrix; Directed graph; Kemeny constant; |
Academic Unit: | Faculty of Science and Engineering > Research Institutes > Hamilton Institute |
Item ID: | 2186 |
Depositing User: | Professor Steve Kirkland |
Date Deposited: | 13 Oct 2010 15:33 |
Journal or Publication Title: | Linear Algebra and its Applications |
Publisher: | Elsevier |
Refereed: | No |
Related URLs: | |
URI: | https://mu.eprints-hosting.org/id/eprint/2186 |
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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