Article ID Journal Published Year Pages File Type
4601338 Linear Algebra and its Applications 2010 5 Pages PDF
Abstract

We show that the mean recurrence times of (countable state) irreducible and positively recurrent Markov chains are the spanning tree invariants of the first return loop systems. Then, by the Perron–Frobenius theorem, the spanning tree invariants of the first return loop systems of a finite state Markov chain are all equal if and only if the process is doubly stochastic, settling a conjecture on a question in [1] where it was verified for matrices of size at most three.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory