کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7547916 1489838 2018 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Velocity formulae between entropy and hitting time for Markov chains
ترجمه فارسی عنوان
فرمول های سرعت بین آنتروپی و زمان ضربه زدن به مارکف
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی
In the absence of acceleration, the velocity formula gives “distance travelled equals speed multiplied by time”. For a broad class of Markov chains such as circulant Markov chains or random walk on complete graphs, we prove a probabilistic analogue of the velocity formula between entropy and hitting time, where distance is the entropy of the Markov trajectories from state i to state j in the sense of Ekroot and Cover (1993), speed is the classical entropy rate of the chain, and the time variable is the expected hitting time between i and j. This motivates us to define new entropic counterparts of various hitting time parameters such as average hitting time or commute time, and prove analogous velocity formulae and estimates between these quantities.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 141, October 2018, Pages 62-67
نویسندگان
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