Joint distribution of the cover time and the last visited point of finite Markov chains

Takuya Ohwa, Tomoyuki Shirai

Research output: Contribution to journalArticle

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.

Original languageEnglish
Pages (from-to)281-292
Number of pages12
JournalKyushu Journal of Mathematics
Volume62
Issue number1
DOIs
Publication statusPublished - Jun 18 2008

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Cover Time
Joint Distribution
Markov chain
Spectral Representation
Corollary
State Space

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

Cite this

Joint distribution of the cover time and the last visited point of finite Markov chains. / Ohwa, Takuya; Shirai, Tomoyuki.

In: Kyushu Journal of Mathematics, Vol. 62, No. 1, 18.06.2008, p. 281-292.

Research output: Contribution to journalArticle

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