The role of Kemeny's constant in properties of Markov chains
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 the sum, over j, of πj and mij is a constant, K, not depending on i. This constant has since become known a...
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MSM Conference,
2012-01-22T01:56:38Z.
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