{ "id": "1208.4716", "version": "v1", "published": "2012-08-23T10:49:34.000Z", "updated": "2012-08-23T10:49:34.000Z", "title": "The Role of Kemeny's Constant in Properties of Markov Chains", "authors": [ "Jeffrey J. Hunter" ], "comment": "13 pages", "journal": "Communications in Statistics - Theory and Methods, 43:7, 1309-1321, 2014", "doi": "10.1080/03610926.2012.741742", "categories": [ "math.PR" ], "abstract": "In a finite 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 and Snell (1960) that \\sum_j \\pi_j m_(ij) is a constant K, not depending on i. This constant has since become known as Kemeny's constant. A variety of techniques for finding expressions and various bounds for K are derived. The main interpretation focuses on its role as the expected time to mixing in a Markov chain. Various applications are considered including perturbation results, mixing on directed graphs and its relation to the Kirchhoff index of regular graphs.", "revisions": [ { "version": "v1", "updated": "2012-08-23T10:49:34.000Z" } ], "analyses": { "subjects": [ "60J10" ], "keywords": [ "kemenys constant", "finite state irreducible markov chain", "properties", "mean first passage times", "main interpretation focuses" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 13, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2012arXiv1208.4716H" } } }