Normal distributions of finite Markov chains

被引:2
|
作者
Rhodes, John [1 ]
Schilling, Anne [2 ]
机构
[1] Univ Calif Berkeley, Dept Math, 970 Evans Hall, Berkeley, CA 94720 USA
[2] Univ Calif Davis, Dept Math, One Shields Ave, Davis, CA 95616 USA
关键词
Markov chains; stationary distributions; semaphore codes; Kleene expressions; Karnofsky-Rhodes expansion; McCammond expansion; normal distributions;
D O I
10.1142/S0218196719500577
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We show that the stationary distribution of a finite Markov chain can be expressed as the sum of certain normal distributions. These normal distributions are associated to planar graphs consisting of a straight line with attached loops. The loops touch only at one vertex either of the straight line or of another attached loop. Our analysis is based on our previous work, which derives the stationary distribution of a finite Markov chain using semaphore codes on the Karnofsky-Rhodes and McCammond expansion of the right Cayley graph of the finite semigroup underlying the Markov chain.
引用
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页码:1431 / 1449
页数:19
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