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arXiv math/0610821math.PR
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树上随机游动的逆问题:网络层析

Inverse problems for random walks on trees: network tomography

Victor de la Pena, Henryk Gzyl, Patrick McDonald

摘要:

设$G$是一棵以$r$为根的有限树,并将$G$的内部顶点与一个简单非退化马尔可夫链的转移概率集合相关联.将$G$嵌入到由$G.$的端点粘上长度至少为2的有限线性链构成的图$G^\prime$中,然后$G^\prime$允许不同的边界层,并且与$G$的内部顶点相关的转移概率可以被扩充,从而在$G^\prime.$的顶点上定义一个简单的非退化马尔可夫链$X$。我们证明了$X$的转移概率可以从该MQ恢复对于$G^\prime.$的不同边界层,$X$的首中时和首中位置的联合分布始于根$r$

英文摘要:

Let $G$ be a finite tree with root $r$ and associate to the internal vertices of $G$ a collection of transition probabilities for a simple nondegenerate Markov chain. Embedd $G$ into a graph $G^\prime$ constructed by gluing finite linear chains of length at least 2 to the terminal vertices of $G.$ Then $G^\prime$ admits distinguished boundary layers and the transition probabilities associated to the internal vertices of $G$ can be augmented to define a simple nondegenerate Markov chain $X$ on the vertices of $G^\prime.$ We show that the transition probabilities of $X$ can be recovered from the joint distribution of first hitting time and first hitting place of $X$ started at the root $r$ for the distinguished boundary layers of $G^\prime.$

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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