Christiane Takacs,
"On the Fundamental Matrix of Finite State Markov Chains, its Eigensystem and its Relation to Hitting Times"
, in Mathematica Pannonica, 2006, ISSN: 2786-0752
Original Titel:
On the Fundamental Matrix of Finite State Markov Chains, its Eigensystem and its Relation to Hitting Times
Sprache des Titels:
Englisch
Original Kurzfassung:
For a finite state reversible and ergodic Markov chain we prove an intimate relationship between its fundamental matrix and its hitting time matrix. From this we derive hitting time identities. Relating the eigensystem of the fundamental matrix to the eigensystem of the transition matrix yields a new characterization of equivalence classes of states indicated by piecewise constant eigenvectors. Since the latter are used for spectral clustering the paper gives a hitting time interpretation for the resulting clusters.
Sprache der Kurzfassung:
Englisch
Journal:
Mathematica Pannonica
Erscheinungsjahr:
2006
ISSN:
2786-0752
Anzahl der Seiten:
11
Reichweite:
international
Publikationstyp:
Aufsatz / Paper in sonstiger referierter Fachzeitschrift
Forschungs-