The Kemeny Constant for Finite Homogeneous Ergodic Markov Chains
Journal of Scientific Computing
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Suppose that $\bf M$ is an irreducible stochastic matrix with period $d\geq 2$. The canonical form for $\bf M$ that exhibits its periodic structure generates a natural partitioning of $\bf M$, which in turn generates a partitioning of $({\bf I} - {\bf M})^\#$, the group generalized inverse of ${\bf I} - {\bf M}$. We derive a formula for the blocks in the partitioned form of $({\bf I} - {\bf M})^#$, discuss possible sign patterns of $({\bf I} - {\bf M})^\#$, and use the partitioned formula to obtain information about the Markov chain associated with $\bf M}.