Inverse problems for random walks on trees: network tomography
Probability
2007-05-23 v1
Abstract
Let be a finite tree with root and associate to the internal vertices of a collection of transition probabilities for a simple nondegenerate Markov chain. Embedd into a graph constructed by gluing finite linear chains of length at least 2 to the terminal vertices of Then admits distinguished boundary layers and the transition probabilities associated to the internal vertices of can be augmented to define a simple nondegenerate Markov chain on the vertices of We show that the transition probabilities of can be recovered from the joint distribution of first hitting time and first hitting place of started at the root for the distinguished boundary layers of
Cite
@article{arxiv.math/0610821,
title = {Inverse problems for random walks on trees: network tomography},
author = {Victor de la Pena and Henryk Gzyl and Patrick McDonald},
journal= {arXiv preprint arXiv:math/0610821},
year = {2007}
}
Comments
11 pages, 1 figure