Abstract
We give an analogy between non-reversible Markov chains and electric networks much in the flavour of the classical reversible results originating from Kakutani, and later Kemeny-Snell-Knapp and Kelly. Non-reversibility is made possible by a voltage multiplier - a new electronic component. We prove that absorption probabilities, escape probabilities, expected number of jumps over edges and commute times can be computed from electrical properties of the network as in the classical case. The central quantity is still the effective resistance, which we do have in our networks despite the fact that individual parts cannot be replaced by a simple resistor. We rewrite a recent non-reversible result of Gaudilliere-Landim about the Dirichlet and Thomson principles into the electrical language. We also give a few tools that can help in reducing and solving the network. The subtlety of our network is, however, that the classical Rayleigh monotonicity is lost.
Original language | English |
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Pages (from-to) | 657-682 |
Number of pages | 26 |
Journal | American Mathematical Monthly |
Volume | 123 |
Issue number | 7 |
DOIs | |
Publication status | Published - 19 Aug 2016 |
Keywords
- Non-reversible Markov chains
- Electric networks
- Effective resistance
- Absorption probability
- Commute time
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Professor Marton Balazs
- School of Mathematics - Professor of Probability
- Probability, Analysis and Dynamics
- Probability
Person: Academic , Member