Random walks on graphs and Monte Carlo methods

Wen-Ju Cheng, Jim Cox and Paula Whitlock

Mathematics and Computers in Simulation (MATCOM), 2017, vol. 135, issue C, 86-94

Abstract: 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.

Keywords: Graph theory; Random walks; Markov chain Monte Carlo (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:135:y:2017:i:c:p:86-94

DOI: 10.1016/j.matcom.2015.12.006

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