惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

量子位
云风的 BLOG
云风的 BLOG
小众软件
小众软件
IT之家
IT之家
T
Tailwind CSS Blog
WordPress大学
WordPress大学
S
SegmentFault 最新的问题
美团技术团队
博客园 - 叶小钗
V
V2EX
博客园 - Franky
大猫的无限游戏
大猫的无限游戏
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
阮一峰的网络日志
阮一峰的网络日志
博客园 - 【当耐特】
罗磊的独立博客
博客园_首页
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
爱范儿
爱范儿
宝玉的分享
宝玉的分享
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
Jina AI
Jina AI
月光博客
月光博客
有赞技术团队
有赞技术团队

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Tree formulas, mean first passage times and Kemeny's cons...
Jim Pitman, Wenpin Tang · 2016-03-30 · via math.PR updates on arXiv.org

In this paper, we aim to provide probabilistic and combinatorial insights into tree formulas for the Green function and hitting probabilities of Markov chains on a finite state space. These tree formulas are closely related to loop-erased random walks by Wilson's algorithm for random spanning trees, and to mixing times by the Markov chain tree theorem. Let $m_{ij}$ be the mean first passage time from $i$ to $j$ for an irreducible chain with finite state space $S$ and transition matrix $(p_{ij}; i, j \in S)$. It is well-known that $m_{jj} = 1/π_j = Σ^{(1)}/Σ_j$, where $π$ is the stationary distribution for the chain, $Σ_j$ is the tree sum, over $n^{n-2}$ trees $\textbf{t}$ spanning $S$ with root $j$ and edges $i \rightarrow k$ directed to $j$, of the tree product $\prod_{i \rightarrow k \in \textbf{t} }p_{ik}$, and $Σ^{(1)}:= \sum_{j \in S} Σ_j$. Chebotarev and Agaev derived further results from {\em Kirchhoff's matrix tree theorem}. We deduce that for $i \ne j$, $m_{ij} = Σ_{ij}/Σ_j$, where $Σ_{ij}$ is the sum over the same set of $n^{n-2}$ spanning trees of the same tree product as for $Σ_j$, except that in each product the factor $p_{kj}$ is omitted where $k = k(i,j,\textbf{t})$ is the last state before $j$ in the path from $i$ to $j$ in $\textbf{t}$. It follows that Kemeny's constant $\sum_{j \in S} m_{ij}/m_{jj}$ equals to $ Σ^{(2)}/Σ^{(1)}$, where $Σ^{(r)}$ is the sum, over all forests $\textbf{f}$ labeled by $S$ with $r$ trees, of the product of $p_{ij}$ over edges $i \rightarrow j$ of $\textbf{t}$. We show that these results can be derived without appeal to the matrix tree theorem. A list of relevant literature is also reviewed.