Kemeny's constant and the Lemoine point of a simplex
Fuente:
arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866929545761783808 |
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| author | Devriendt, Karel |
| author_facet | Devriendt, Karel |
| contents | Kemeny's constant is an invariant of discrete-time Markov chains, equal to the expected number of steps between two states sampled from the stationary distribution. It appears in applications as a concise characterization of the mixing properties of a Markov chain and has many alternative definitions. In this short article, we derive a new geometric expression for Kemeny's constant, which involves the distance between two points in a simplex associated to the Markov chain: the circumcenter and the Lemoine point. Our proof uses an expression due to Wang, Dubbeldam and Van Mieghem of Kemeny's constant in terms of effective resistances and Fiedler's interpretation of effective resistances as edge lengths of a simplex. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_20300 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Kemeny's constant and the Lemoine point of a simplex Devriendt, Karel Probability 60J10, 05C81, 52B99, 51K99 Kemeny's constant is an invariant of discrete-time Markov chains, equal to the expected number of steps between two states sampled from the stationary distribution. It appears in applications as a concise characterization of the mixing properties of a Markov chain and has many alternative definitions. In this short article, we derive a new geometric expression for Kemeny's constant, which involves the distance between two points in a simplex associated to the Markov chain: the circumcenter and the Lemoine point. Our proof uses an expression due to Wang, Dubbeldam and Van Mieghem of Kemeny's constant in terms of effective resistances and Fiedler's interpretation of effective resistances as edge lengths of a simplex. |
| title | Kemeny's constant and the Lemoine point of a simplex |
| topic | Probability 60J10, 05C81, 52B99, 51K99 |
| url | https://arxiv.org/abs/2405.20300 |