Cutpoint decoupling and first passage times for random walks on graphs

被引:12
|
作者
Kirkland, SJ [1 ]
Neumann, M
机构
[1] Univ Regina, Dept Math & Stat, Regina, SK S4S 0A2, Canada
[2] Univ Connecticut, Dept Math, Storrs, CT 06269 USA
关键词
Markov chains; first passage times; random walks; cutpoint graphs;
D O I
10.1137/S0895479897318800
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
One approach to the computations for Markov chains, due to Meyer, is to break a problem down into corresponding computations for several related chains involving a smaller number of states. In this spirit, we focus on the mean first passage matrix associated with a random walk on a connected graph, and consider the problem of transforming the computation of that matrix into smaller tasks. We show that this is possible when there is a cutpoint in the graph and provide an explicit formula for the mean first passage matrix when this is the case.
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页码:860 / 870
页数:11
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