Title
Sum rules for hitting times of Markov chains
Date Issued
01 August 2010
Access level
open access
Resource Type
journal article
Author(s)
Universidad Simón Bolívar
Abstract
Using matrix algebra we obtain a general equation for the sum, normalized with suitable constants, of all the expected hitting times in an ergodic Markov chain. This equation yields as corollaries, among others, Broder and Karlin's formula, Foster's nth formula and an expression of the Kirchhoff index in terms of the eigenvalues of the Laplacian. © 2010 Elsevier Inc. All rights reserved.
Start page
491
End page
497
Volume
433
Issue
2
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad Matemáticas
Scopus EID
2-s2.0-77953301079
Source
Linear Algebra and Its Applications
ISSN of the container
00243795
Sources of information: Directorio de Producción Científica Scopus