We use random spanning forests to find, for any Markov process on a finite set of size n and any positive integer m≤ n, a probability law on the subsets of size m such that the mean hitting time of a random target that is drawn from this law does not depend on the starting point of the process. We use the same random forests to give probabilistic insights into the proof of an algebraic result due to Micchelli and Willoughby and used by Fill and by Miclo to study absorption times and convergence to equilibrium of reversible Markov chains. We also introduce a related coalescence and fragmentation process that leads to a number of open questions.

Two Applications of Random Spanning Forests / Avena L; Gaudillière A. - In: JOURNAL OF THEORETICAL PROBABILITY. - ISSN 0894-9840. - ELETTRONICO. - 31:(2018), pp. 1975-2004. [10.1007/s10959-017-0771-3]

Two Applications of Random Spanning Forests

Avena L;
2018

Abstract

We use random spanning forests to find, for any Markov process on a finite set of size n and any positive integer m≤ n, a probability law on the subsets of size m such that the mean hitting time of a random target that is drawn from this law does not depend on the starting point of the process. We use the same random forests to give probabilistic insights into the proof of an algebraic result due to Micchelli and Willoughby and used by Fill and by Miclo to study absorption times and convergence to equilibrium of reversible Markov chains. We also introduce a related coalescence and fragmentation process that leads to a number of open questions.
2018
31
1975
2004
Avena L; Gaudillière A
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/1331016
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