Stopping Markov processes and first path on graphs
Author(s) -
Giacomo Aletti,
Ely Merzbach
Publication year - 2006
Publication title -
journal of the european mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.549
H-Index - 64
eISSN - 1435-9863
pISSN - 1435-9855
DOI - 10.4171/jems/38
Subject(s) - mathematics , markov chain , stopping time , combinatorics , graph , embedding , discrete mathematics , path (computing) , markov process , markov chain mixing time , markov model , markov property , computer science , statistics , artificial intelligence , programming language
Given a strongly stationary Markov chain (discrete or continuous) and a finite set of stopping rules, we show a non combinatorial method to compute the law of stopping. Several applied examples are presented. The problem of embedding a graph into a larger but minimal graph under some constraints is studied. Given a connected graph, we show a non combinatorial manner to compute the law of a first given path among a set of stopping paths. We prove the existence of a minimal Markov chain without oversized information.
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