How edge-reinforced random walk arises naturally

被引：16

作者：

Rolles, SWW ^{[1
]}

机构：

[1] Univ Calif Los Angeles, Dept Math, Los Angeles, CA 90095 USA

来源：

PROBABILITY THEORY AND RELATED FIELDS | 2003年 / 126卷 / 02期

关键词：

Markov Chain; Random Walk; Reversible Markov Chain; Unique Mixture; Exchangeable Sequence;

D O I：

10.1007/s00440-003-0260-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We give a characterization of a modified edge-reinforced random walk in terms of certain partially exchangeable sequences. In particular, we obtain a characterization of an edge-reinforced random walk ( introduced by Coppersmith and Diaconis) on a 2-edge-connected graph. Modifying the notion of partial exchangeability introduced by Diaconis and Freedman in [3], we characterize unique mixtures of reversible Markov chains under a recurrence assumption.

引用

页码：243 / 260

页数：18

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