Tree formulas, mean first passage times and Kemeny’s constant of a Markov chain
نویسندگان
چکیده
منابع مشابه
Tree formulas, mean first passage times and Kemeny's constant of a Markov chain
This paper offers some probabilistic and combinatorial insights into tree formulas for the Green function and hitting probabilities of Markov chains on a finite state space. These tree formulas are closely related to loop-erased random walks by Wilson’s algorithm for random spanning trees, and to mixing times by the Markov chain tree theorem. Let mij be the mean first passage time from i to j f...
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Let mij be the mean first passage time from state i to state j in an n-state ergodic homogeneous Markov chain with transition matrix T . Let G be the weighted digraph without loops whose vertex set is the set of states of the Markov chain and arc weights are equal to the corresponding transition probabilities. We show that
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2018
ISSN: 1350-7265
DOI: 10.3150/16-bej916