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Directed Forests and the Constancy of Kemeny's Constant
(Springer Nature, 2019-11-02)
Consider a discrete-time, time-homogeneous Markov chain on states 1, ... , n whose transition matrix is irreducible. A result of Kemeny reveals that the expected number of steps needed to arrive at a randomly chosen ...
A structured condition number for Kemeny's constant
(SIAM Journal on Matrix Analysis and Applications, 2019)
Kemeny's constant is an interesting and useful quantifier describing the global average behaviour of a Markov chain. In this article, we examine the sensitivity of Kemeny's constant to perturbations in the transition ...