On Kemeny's constant and stochastic complement

Given a stochastic matrix P partitioned in four blocks Pij, i,j=1,2, Kemeny's constant κ(P) is expressed in terms of Kemeny's constants of the stochastic complements P1=P11+P12(I−P22)−1P21, and P2=P22+P21(I−P11)−1P12. Specific cases concerning periodic Markov chains and Kronecker products...

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Bibliographic Details

Published in:	Linear algebra and its applications Vol. 703; pp. 137 - 162
Main Authors:	Bini, Dario Andrea, Durastante, Fabio, Kim, Sooyeong, Meini, Beatrice
Format:	Journal Article
Language:	English
Published:	Elsevier Inc 15.12.2024
Subjects:	Divide-and-conquer algorithm Kemeny's constant Markov chains 65F15 Markov chains 65C40 Kemeny's constant Divide-and-conquer algorithm 60J22
ISSN:	0024-3795
Online Access:	Get full text
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