Markov chains under combinatorial constraints: analysis and synthesis
Loading...
Date
2018-07-13
Authors
Breen, Jane
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Electronic Journal of Linear Algebra
Electronic Journal of Linear Algebra
Abstract
A finite, discrete-time, time-homogeneous Markov chain is a type of mathematical model used to describe dynamical systems which transition between a finite number of possible states in discrete time increments. A Markov chain model may be used in a wide range of applications, such as urban road traffic, computational drug design, and the spread of disease. In many such applications, there are existing constraints on the structure of the underlying network dictating which transitions are possible, and which are not. In this thesis, the influence of these combinatorial constraints on the behaviour of a Markov chain is explored.
Description
Keywords
Directed graph, Markov chain, Stochastic matrix
Citation
Breen, Jane, and Steve Kirkland. "Stationary vectors of stochastic matrices subject to combinatorial constraints." Electronic Journal of Linear Algebra 28, (2015): 4.
Breen, Jane, and Steve Kirkland. "Minimising the largest mean first passage time of a Markov chain: The influence of directed graphs." Linear Algebra and its Applications 520 (2017): 306-334.
Breen, Jane, and Steve Kirkland. "Minimising the largest mean first passage time of a Markov chain: The influence of directed graphs." Linear Algebra and its Applications 520 (2017): 306-334.