A Graph Theoretic Interpretation of the Mean First Passage Times

نویسنده

  • Pavel Chebotarev
چکیده

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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تاریخ انتشار 2006