Completion problems and sparsity for Kemeny’s constant

Abstract For a partially specified stochastic matrix, we consider the problem of completing it so as to minimize Kemeny’s constant. We prove that for any partially specified stochastic matrix for which the problem is well defined, there is a minimizing completion that is as sparse as possible. We also find the minimum value of Kemeny’s constant in two special cases: when the diagonal has been specified and when all specified entries lie in a common row.