Markov Chains

Vivek S. Borkar (), Vladimir Ejov (), Jerzy A. Filar () and Giang T. Nguyen ()
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Vivek S. Borkar: IIT, Powai
Vladimir Ejov: Flinders University
Jerzy A. Filar: Flinders University
Giang T. Nguyen: Université libre de Bruxelles

Chapter Chapter 3 in Hamiltonian Cycle Problem and Markov Chains, 2012, pp 23-48 from Springer

Abstract: Abstract Probabilistic methods have long been applied to solve discrete mathematics problems (see, for example, Erdős [38]–[39], and Alon and Spencer [3] for a recent and comprehensive treatment on probabilistic methods). Similarly, connections between Markov chains and graph theory have long been made (see Harary [57]). Our contribution here is to apply properties of Markov chains to the Hamiltonian cycle problem and to take advantage of the still emerging theory of perturbed Markov chains in this context.

Keywords: Markov Chain; Hamiltonian Cycle; Fundamental Matrix; Probability Transition Matrix; Stochastic Matrix (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/978-1-4614-3232-6_3

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