Markov chain properties in terms of column sums of the transition matrix
Questions are posed regarding the influence that the column sums of the transition probabilities of a stochastic matrix (with row sums all one) have on the stationary distribution, the mean first passage times and the Kemeny constant of the associated irreducible discrete time Markov chain. Some new...
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| Format: | Others |
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Victoria University of Wellington, New Zealand,
2011-12-06T22:58:58Z.
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| Online Access: | Get fulltext |