On the first passage time of a simple random walk on a tree (Q634583)

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scientific article; zbMATH DE number 5939253
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    On the first passage time of a simple random walk on a tree
    scientific article; zbMATH DE number 5939253

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      On the first passage time of a simple random walk on a tree (English)
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      16 August 2011
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      The author considers Markov chains that are modelled by finite simple graphs. He connects graph-theoretic matrices, like the adjacency matrix and the Laplace matrix, to Markov chains. Furthermore, he calculates the mean first passage matrix using generalized inverses and the resistance matrix of a graph. His proofs depend purely on calculations with matrices. As an application of his calculations, the author considers Markov chains on finite trees. In this case, the resistance matrix is the distance matrix. The author calculates the mean first passage matrix and its inverse, and he proves that its entries depend on the distance matrix. He obtains formulas for the variance and the expectation of the first passage time, and he shows that they are integers [\textit{H. Chen} and \textit{F. Zhang}, Stat. Probab. Lett. 66, No.~1, 9--17 (2004; Zbl 1113.60046); \textit{H. Chen}, Stat. Probab. Lett. 77, No.~15, 1574--1579 (2007; Zbl 1127.60311)].
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      random walk
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      tree
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      mean first passage matrix
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      Laplace matrix
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      distance matrix
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