Random walks on graphs and Monte Carlo methods

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• 作者：Wen-Ju Cheng^a ; Jim Cox^b ; Paula Whitlock^b ; ^{whitlock@brooklyn.cuny.edu}
• 关键词：Graph theory ; Random walks ; Markov chain Monte Carlo
• 刊名：Mathematics and Computers in Simulation
• 出版年：2017
• 出版时间：May 2017
• 年：2017
• 卷：135
• 期：Complete
• 页码：86-94
• 全文大小：241 K
• 卷排序：135

文摘

This paper relates the study of random walks on graphs and directed graphs to random walks that arise in Monte Carlo methods applied to optimization problems. Previous results on simple graphs are surveyed and new results on the mixing times for Markov chains are derived.