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Continuous Time Markov Processes on Graphs

概率论 2007-05-23 v1 组合数学

摘要

We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we study ``multi-person simple random walks'' on a graph G with n vertices. There are n persons distributed randomly at the vertices of G. In each step of this discrete time Markov process, we randomly pick up a person and move it to a random adjacent vertex. We give estimate on the expected number of steps for these nn persons to meet all together at a specific vertex, given that they are at different vertices at the begininng. For regular graphs, our estimate is exact.

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引用

@article{arxiv.math/0410298,
  title  = {Continuous Time Markov Processes on Graphs},
  author = {Jianjun Tian and Xiao-Song Lin},
  journal= {arXiv preprint arXiv:math/0410298},
  year   = {2007}
}

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18 pages