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The Role of Kemeny's Constant in Properties of Markov Chains artwork
Education

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

Hamilton Institute Seminars (iPod / small) by Hamilton Institute

May 8, 201252:12Education

Speaker: Prof. J. J. Hunter Abstract: In a finite m-state irreducible Markov chain with stationary probabilities {\pi_i} and mean first passage times m_{ij} (mean recurrence time when i=j) it was first shown, by Kemeny a...