JOINT DISTRIBUTION OF THE COVER TIME AND THE LAST VISITED POINT OF FINITE MARKOV CHAINS

• OHWA Takuya

  Faculty of Mathematics Kyushu University

• SHIRAI Tomoyuki

  Faculty of Mathematics Kyushu University

Abstract

We consider a Markov chain on a finite state space and obtain an expression of the joint distribution of the cover time and the last point visited by the Markov chain. As a corollary, we obtain the spectral representation of the distribution of the cover time.

Journal

• Kyushu Journal of Mathematics

  Kyushu Journal of Mathematics 62 (1), 281-292, 2008

  Faculty of Mathematics, Kyushu University

Keywords

• Markov chain
• cover time
• last visited point

Details

• CRID: 1390001205228462976
• NII Article ID: 110006648028
• NII Book ID: AA10994346
• DOI: 10.2206/kyushujm.62.281
• ISSN: 18832032
• ISSN: 13406116
• Web Site: https://www.jstage.jst.go.jp/article/kyushujm/62/1/62_1_281/_pdf
• Text Lang: en
• Data Source:
  • JaLC
  • Crossref
  • CiNii Articles
• Abstract License Flag: Disallowed