Hamiltonian transition matrices

Abstract

In this pedagogical note, we present some algebraic properties of a particular class of probability transition matrices, namely, Hamiltonian transition matrices. Each matrix P in this class corresponds to a Hamiltonian cycle in a given graph G on n nodes and to an irreducible, periodic, Markov chain. We show that a number of important matrices traditionally associated with Markov chains, namely, the stationary, fundamental, deviation and the hitting time matrix all have elegant expansions in the first n 1 powers of P, whose coefficients can be explicitly derived. We also consider the resolvent-like matrices associated with any given Hamiltonian cycle and its reverse cycle and prove an identity about the product of these matrices. Copyright © 2011 ICST.