On cover times of Markov chains
Gespeichert in:
| Titel: | On cover times of Markov chains |
|---|---|
| Autoren: | Sericola, Bruno |
| Weitere Verfasser: | Sericola, Bruno |
| Quelle: | Stochastic Models. 40:685-727 |
| Verlagsinformationen: | Informa UK Limited, 2024. |
| Publikationsjahr: | 2024 |
| Schlagwörter: | Hitting time, Complete graph, Cycle graph, Path graph, Markov chain, [MATH] Mathematics [math], [INFO] Computer Science [cs], Cover time |
| Beschreibung: | We consider the cover time of a discrete-time homogenous Markov chain, that isthe time needed by the Markov chain to visit all its states. We analyze both the distribution and the moments of the cover time and we are interested in exact results instead of asymptotic values of the mean cover time which are generally considered in the literature. We first obtain several general results on the hitting time and the cover time of a subset of the state space both in terms of distribution and moments. These results are then applied to particular graphs namely the generalized cycle graph, the complete graph and the generalized path graph.They lead to recurrence or analytic relations for the distribution and the mean value of their cover times. |
| Publikationsart: | Article |
| Dateibeschreibung: | application/pdf |
| Sprache: | English |
| ISSN: | 1532-4214 1532-6349 |
| DOI: | 10.1080/15326349.2024.2319201 |
| Zugangs-URL: | https://inria.hal.science/hal-04364216v1 |
| Rights: | CC BY NC |
| Dokumentencode: | edsair.doi.dedup.....bddd9988941f9773604a49ac370a4c7d |
| Datenbank: | OpenAIRE |
Full Text Finder 
Nájsť tento článok vo Web of Science | Abstract: | We consider the cover time of a discrete-time homogenous Markov chain, that isthe time needed by the Markov chain to visit all its states. We analyze both the distribution and the moments of the cover time and we are interested in exact results instead of asymptotic values of the mean cover time which are generally considered in the literature. We first obtain several general results on the hitting time and the cover time of a subset of the state space both in terms of distribution and moments. These results are then applied to particular graphs namely the generalized cycle graph, the complete graph and the generalized path graph.They lead to recurrence or analytic relations for the distribution and the mean value of their cover times. |
|---|---|
| ISSN: | 15324214 15326349 |
| DOI: | 10.1080/15326349.2024.2319201 |