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Directed forests with application to algorithms related to Markov chains

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This paper is devoted to computational problems related to Markov chains (MC) on a finite state space. We present formulas and bounds for characteristics of MCs using directed forest expansions given by the Matrix Tree Theorem. These results are applied to analysis of direct methods for solving systems of linear equations, aggregation algorithms for nearly completely decomposable MCs and the Markov chain Monte Carlo procedures.
Opis fizyczny
  • Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00-950 Warsaw, Poland
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