Metric on state space of Markov chain

Details Metric on state space of Markov chain Metric on state space of Markov chain

2010-04-24

arxiv.org/abs/1004.4264v1

Mathematics

Probability

25 pages

Scientific paper

We consider finite irreducible Markov chains. It was shown that mean hitting
time from one state to another satisfies the triangle inequality. Hence, sum of
mean hitting time between couple of states in both directions is a metric on
the space of states.

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