scholarly journals A Metric on Directed Graphs and Markov Chains Based on Hitting Probabilities

2021 ◽  
Vol 3 (2) ◽  
pp. 467-493
Author(s):  
Zachary M. Boyd ◽  
Nicolas Fraiman ◽  
Jeremy Marzuola ◽  
Peter J. Mucha ◽  
Braxton Osting ◽  
...  
1989 ◽  
Vol 2 (3) ◽  
pp. 205-216
Author(s):  
Alexander M. Dukhovny

This paper continues the investigation of Markov Chains with a quasitoeplitz transition matrix. Generating functions of first zero hitting probabilities and mean times are found by the solution of special Riemann boundary value problems on the unit circle. Duality is discussed.


2020 ◽  
Vol 2020 ◽  
pp. 1-9
Author(s):  
Hendrik Baumann ◽  
Thomas Hanschke

In a previous paper, we have shown that forward use of the steady-state difference equations arising from homogeneous discrete-state space Markov chains may be subject to inherent numerical instability. More precisely, we have proven that, under some appropriate assumptions on the transition probability matrix P, the solution space S of the difference equation may be partitioned into two subspaces S=S1⊕S2, where the stationary measure of P is an element of S1, and all solutions in S1 are asymptotically dominated by the solutions corresponding to S2. In this paper, we discuss the analogous problem of computing hitting probabilities of Markov chains, which is affected by the same numerical phenomenon. In addition, we have to fulfill a somewhat complicated side condition which essentially differs from those conditions one is usually confronted with when solving initial and boundary value problems. To extract the desired solution, an efficient and numerically stable generalized-continued-fraction-based algorithm is developed.


1990 ◽  
Vol 3 (2) ◽  
pp. 141-152
Author(s):  
A. M. Dukhovny

Application problems are investigated for the Markov chains with quasitoeplitz transition matrix. Generating functions of transient and steady state probabilities, first zero hitting probabilities and mean times are found for various particular cases, corresponding to some known patterns of feedback ( “warm-up,” “switch at threshold” etc.), Level depending dams and queue-depending queueing systems of both M/G/1 and MI/G/1 types with arbitrary random sizes of arriving and departing groups are studied.


2017 ◽  
Vol 27 (2) ◽  
pp. 186-207
Author(s):  
PÉTER L. ERDŐS ◽  
ISTVÁN MIKLÓS ◽  
ZOLTÁN TOROCZKAI

In network modelling of complex systems one is often required to sample random realizations of networks that obey a given set of constraints, usually in the form of graph measures. A much studied class of problems targets uniform sampling of simple graphs with given degree sequence or also with given degree correlations expressed in the form of a Joint Degree Matrix. One approach is to use Markov chains based on edge switches (swaps) that preserve the constraints, are irreducible (ergodic) and fast mixing. In 1999, Kannan, Tetali and Vempala (KTV) proposed a simple swap Markov chain for sampling graphs with given degree sequence, and conjectured that it mixes rapidly (in polynomial time) for arbitrary degree sequences. Although the conjecture is still open, it has been proved for special degree sequences, in particular for those of undirected and directed regular simple graphs, half-regular bipartite graphs, and graphs with certain bounded maximum degrees. Here we prove the fast mixing KTV conjecture for novel, exponentially large classes of irregular degree sequences. Our method is based on a canonical decomposition of degree sequences into split graph degree sequences, a structural theorem for the space of graph realizations and on a factorization theorem for Markov chains. After introducing bipartite ‘splitted’ degree sequences, we also generalize the canonical split graph decomposition for bipartite and directed graphs.


2019 ◽  
Vol 16 (8) ◽  
pp. 663-664 ◽  
Author(s):  
Jasleen K. Grewal ◽  
Martin Krzywinski ◽  
Naomi Altman
Keyword(s):  

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