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Frontiers of Mathematics in China

ISSN 1673-3452

ISSN 1673-3576(Online)

CN 11-5739/O1

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Front Math Chin    2010, Vol. 5 Issue (4) : 623-634    https://doi.org/10.1007/s11464-010-0067-8
RESEARCH ARTICLE
Eigentime identity for asymmetric finite Markov chains
Hao CUI, Yong-Hua MAO()
School of Mathematical Sciences; Key Laboratory of Mathematics and Complex Systems, Ministry of Education, China, Beijing Normal University, Beijing 100875, China
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Abstract

Two kinds of eigentime identity for asymmetric finite Markov chains are proved both in the ergodic case and the transient case.

Keywords Asymmetric Markov chain      eigenvalue      hitting time      Jordan decomposition     
Corresponding Author(s): MAO Yong-Hua,Email:maoyh@bnu.edu.cn   
Issue Date: 05 December 2010
 Cite this article:   
Hao CUI,Yong-Hua MAO. Eigentime identity for asymmetric finite Markov chains[J]. Front Math Chin, 2010, 5(4): 623-634.
 URL:  
https://academic.hep.com.cn/fmc/EN/10.1007/s11464-010-0067-8
https://academic.hep.com.cn/fmc/EN/Y2010/V5/I4/623
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