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Birth and death chains on finite trees: computing their stationary distribution and hitting times

Palacios, José Luis and Quiroz, Daniel (2016) Birth and death chains on finite trees: computing their stationary distribution and hitting times. Methodology and Computing in Applied Probability, 18 (2). pp. 487-498. ISSN 1387-5841

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Identification Number: 10.1007/s11009-014-9436-1

Abstract

Every birth and death chain on a finite tree can be represented as a random walk on the underlying tree endowed with appropriate conductances. We provide an algorithm that finds these conductances in linear time. Then, using the electric network approach, we find the values for the stationary distribution and for the expected hitting times between any two vertices in the tree. We show that our algorithms improve classical procedures: they do not exhibit ill-posedness and the orders of their complexities are smaller than those of traditional algorithms found in the literature.

Item Type: Article
Official URL: http://link.springer.com/journal/11009
Additional Information: © 2015 Springer Science+Business Media
Divisions: Mathematics
Subjects: Q Science > QA Mathematics
Sets: Departments > Mathematics
Date Deposited: 17 Jun 2016 09:51
Last Modified: 20 Feb 2019 11:42
URI: http://eprints.lse.ac.uk/id/eprint/66937

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