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

Takuya Ohwa; Tomoyuki Shirai

doi:10.2206/kyushujm.62.281

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

Takuya Ohwa, Tomoyuki Shirai

Division of Fundamental mathematics

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

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 language	English
Pages (from-to)	281-292
Number of pages	12
Journal	Kyushu Journal of Mathematics
Volume	62
Issue number	1
DOIs	https://doi.org/10.2206/kyushujm.62.281
Publication status	Published - 2008

All Science Journal Classification (ASJC) codes

Mathematics(all)

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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.",

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