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The ‘magic formula’ for linearly edge‐reinforced random walks
Author(s) -
Merkl Franz,
Öry Aniko,
Rolles Silke W. W.
Publication year - 2008
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.2008.00402.x
Subject(s) - random walk , mathematics , markov chain , enhanced data rates for gsm evolution , mixing (physics) , combinatorics , measure (data warehouse) , magic (telescope) , discrete mathematics , graph , statistical physics , statistics , computer science , physics , artificial intelligence , quantum mechanics , database
Linearly edge‐reinforced random walk on a finite graph is a mixture of reversible Markov chains with an explicitly known mixing measure. We give a new proof of this fact.