Kemeny’s constant and the Lemoine point of a simplex

Kemeny's constant is an invariant of discrete-time Markov chains, equal to the expected number of steps between two states sampled from the stationary distribution. It appears in applications as a concise characterization of the mixing properties of a Markov chain and has many alternative definitions. In this short article, we derive a new geometric expression for Kemeny's constant, which involves the distance between two points in a simplex associated with the Markov chain: the circumcenter and the Lemoine point. Our proof uses an expression due to Wang, Dubbeldam, and Van Mieghem of Kemeny's constant in terms of effective resistances and Fiedler's interpretation of effective resistances as edge lengths of a simplex.

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Publication Details

Journal
Electronic Journal of Linear Algebra
Published
2024-11-21
DOI
https://doi.org/10.13001/ela.2024.8681
Primary Topic
Mathematics and Applications
Type
article
Field-Weighted Citation Impact
0.00

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article

Kemeny’s constant and the Lemoine point of a simplex

Karel Devriendt
Electronic Journal of Linear Algebra
Mathematics and Applications
article

Kemeny’s constant and the Lemoine point of a simplex

Karel Devriendt
article en

Abstract

Kemeny's constant is an invariant of discrete-time Markov chains, equal to the expected number of steps between two states sampled from the stationary distribution. It appears in applications as a concise characterization of the mixing properties of a Markov chain and has many alternative definitions. In this short article, we derive a new geometric expression for Kemeny's constant, which involves the distance between two points in a simplex associated with the Markov chain: the circumcenter and the Lemoine point. Our proof uses an expression due to Wang, Dubbeldam, and Van Mieghem of Kemeny's constant in terms of effective resistances and Fiedler's interpretation of effective resistances as edge lengths of a simplex.

Electronic Journal of Linear AlgebraVol. 40
Max Planck Institute for Mathematics in the Sciences (DE), Max Planck Institute for Mathematics (DE)
Engineering and Physical Sciences Research Council
Openalex Percentile: Top 68%
Mathematics and Applications
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