On the Application of Markov Chain Monte Carlo Methods for Estimating the First Eigenvalue of Q-matrix
Xuyan Xiang · Shuxue de shijian yu renshi · 2003
Given a Q-matrix, a reversible Markov chain is constructed. And then we can construct a new reversible Markov chain by appending a state. As a result, its first eigenvalue is estimated by the distribution of the hitting time of the attached state.