School of Mathematical Sciences

Seminar: The Role of Kemeny's Constant in Properties of Markov Chains

Thursday 31st May 2012 (15:00-16:00)
Richard Wilkinson

Professor Jeff Hunter (Aukland University of Technology)



"The Role of Kemeny's Constant in Properties of Markov Chains"

Professor Jeffrey J Hunter

Auckland University of Technology

New Zealand

In a finite m-state irreducible Markov chain with stationary probabilities {πi} and mean first passage times mij (mean recurrence time when i = j) it was first shown, by Kemeny and Snell, that π j =1 j m Σ mij is a constant, K, not depending on i. This constant has since become known as Kemeny’s constant. We consider a variety of techniques for finding expressions for K, derive some bounds for K, and explore various applications and interpretations of these results. Interpretations include the expected number of links that a surfer on the World Wide Web located on a random page needs to follow before reaching a desired location, as well as the expected time to mixing in a Markov chain. Various applications have been considered including some perturbation results, mixing on directed graphs and its relation to the Kirchhoff index of regular graphs.


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