中文

Inverse problems for random walks on trees: network tomography

概率论 2007-05-23 v1

摘要

Let GG be a finite tree with root rr and associate to the internal vertices of GG a collection of transition probabilities for a simple nondegenerate Markov chain. Embedd GG into a graph GG^\prime constructed by gluing finite linear chains of length at least 2 to the terminal vertices of G.G. Then GG^\prime admits distinguished boundary layers and the transition probabilities associated to the internal vertices of GG can be augmented to define a simple nondegenerate Markov chain XX on the vertices of G.G^\prime. We show that the transition probabilities of XX can be recovered from the joint distribution of first hitting time and first hitting place of XX started at the root rr for the distinguished boundary layers of G.G^\prime.

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引用

@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}
}

备注

11 pages, 1 figure