6 papers
Kemeny's Function for Markov Chains and Markov Renewal Processes
Jeffrey J Hunter
Extensions of Kemeny's constant, as derived for irreducible finite Markov chains in discrete time, to Markov renewal processes and Markov chains in continuous time are discussed. T…
Why is Kemeny's constant a constant?
Dario Bini, Jeffrey J. Hunter, Guy Latouche +2
In their 1960 book on finite Markov chains, Kemeny and Snell established that a certain sum is invariant. The value of this sum has become known as {\it Kemeny's constant}. Various…
The Computation of the Mean First Passage Times for Markov Chains
Jeffrey J Hunter
A survey of a variety of computational procedures for finding the mean first passage times in Markov chains is presented. The author recently developed a new accurate computational…
The Computation of Key Properties of Markov Chains via Perturbations
Jeffrey J. Hunter
Computational procedures for the stationary probability distribution, the group inverse of the Markovian kernel and the mean first passage times of an irreducible Markov chain, are…
Why the Kemeny Time is a Constant
Karl Gustafson, Jeffrey J. Hunter
We present a new fundamental intuition for why the Kemeny feature of a Markov chain is a constant. This new perspective has interesting further implications
Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains
Jeffrey J. Hunter
This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinemen…