An Electric Network for Nonreversible Markov Chains

DOI10.4169/AMER.MATH.MONTHLY.123.7.657zbMATH Open1391.60171arXiv1405.7660OpenAlexW3100090264WikidataQ58300023 ScholiaQ58300023MaRDI QIDQ4576532FDOQ4576532

Áron Folly, Márton Balázs

Publication date: 12 July 2018

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

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.

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)

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Cited In (5)

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

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