On Kemeny's constant and stochastic complement

التفاصيل البيبلوغرافية
العنوان: On Kemeny's constant and stochastic complement
المؤلفون: Bini, Dario Andrea, Durastante, Fabio, Kim, Sooyeong, Meini, Beatrice
سنة النشر: 2023
المجموعة: Computer Science
Mathematics
مصطلحات موضوعية: Mathematics - Numerical Analysis, 60J22, 65C40, 65F15
الوصف: Given a stochastic matrix $P$ partitioned in four blocks $P_{ij}$, $i,j=1,2$, Kemeny's constant $\kappa(P)$ is expressed in terms of Kemeny's constants of the stochastic complements $P_1=P_{11}+P_{12}(I-P_{22})^{-1}P_{21}$, and $P_2=P_{22}+P_{21}(I-P_{11})^{-1}P_{12}$. Specific cases concerning periodic Markov chains and Kronecker products of stochastic matrices are investigated. Bounds to Kemeny's constant of perturbed matrices are given. Relying on these theoretical results, a divide-and-conquer algorithm for the efficient computation of Kemeny's constant of graphs is designed. Numerical experiments performed on real-world problems show the high efficiency and reliability of this algorithm.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2312.13201
رقم الأكسشن: edsarx.2312.13201
قاعدة البيانات: arXiv