An Electric Network for Nonreversible Markov Chains

DOI10.4169/AMER.MATH.MONTHLY.123.7.657MaRDI QIDQ4576532zbMATHOpenAlexWikidataFDO

Authors Márton Balázs, Áron Folly

Publication date 12 July 2018

Published in The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.7660

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: We give an analogy between non-reversible Markov chains and electric networks much in the flavour of the classical reversible results originating from Kakutani, and later Kem'eny-Snell-Knapp and Kelly. Non-reversibility is made possible by a voltage multiplier -- a new electronic component. We prove that absorption probabilities, escape probabilities, expected number of jumps over edges and commute times can be computed from electrical properties of the network as in the classical case. The central quantity is still the effective resistance, which we do have in our networks despite the fact that individual parts cannot be replaced by a simple resistor. We rewrite a recent non-reversible result of Gaudilli`ere-Landim about the Dirichlet and Thomson principles into the electrical language. We also give a few tools that can help in reducing and solving the network. The subtlety of our network is, however, that the classical Rayleigh monotonicity is lost.

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Cited in

(5)

• On the Poisson equation for nonreversible Markov jump processes
• Recurrence of Markov chain traces
• Variational formula of capacity for asymmetric Markov chains
• Metastable Markov chains
• Coevolutionary systems and PageRank

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