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Kemeny's constant : ウィキペディア英語版 | Kemeny's constant In probability theory, Kemeny’s constant is the expected number of time steps required for a Markov chain to transition from a starting state ''i'' to a random destination state sampled from the Markov chain's stationary distribution. Surprisingly, this quantity does not depend on which starting state ''i'' is chosen. It is in that sense a constant, although it is different for different Markov chains. When first published by John Kemeny in 1960 a prize was offered for an intuitive explanation as to why quantity was constant.〔 (Corollary 4.3.6)〕 ==Definition==
For a finite ergodic Markov chain with transition matrix ''P'' and invariant distribution ''π'', write ''m''''ij'' for the mean first passage time from state ''i'' to state ''j'' (denoting the mean recurrence time for the case ''i'' = ''j''). Then : is a constant and not dependent on ''i''.
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Kemeny's constant」の詳細全文を読む
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