arXiv:1004.4264 [math.PR]AbstractReferencesReviewsResources
Metric on state space of Markov chain
Published 2010-04-24Version 1
We consider finite irreducible Markov chains. It was shown that mean hitting time from one state to another satisfies the triangle inequality. Hence, sum of mean hitting time between couple of states in both directions is a metric on the space of states.
Comments: 25 pages
Categories: math.PR
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