Spanning Forests of Digraphs and Limiting Probabilities of Markov Chains

A maximum out forest of a digraph is its spanning subgraph that consists of disjoint diverging trees and has the maximum possible number of arcs. For an arbitrary weighted digraph, we consider a matrix of specific weights of maximum out forests and demonstrate how this matrix can be used to get a graph-theoretic interpretation for the limiting probabilities of Markov chains. For a special (nonclassical) correspondence between Markov chains and weighted digraphs, the matrix of Cesáro limiting transition probabilities of any finite homogeneous Markov chain coincides with the normalized matrix of maximum out forests of the corresponding digraphs. This provides a finite (combinatorial) method to calculate the limiting probabilities of Markov chains and thus their stationary distributions. On the other hand, the Markov chain technique provides the proofs to some statements about digraphs.