Markov Chain Tree Theorem
   HOME
*





Markov Chain Tree Theorem
In the mathematical theory of Markov chains, the Markov chain tree theorem is an expression for the stationary distribution of a Markov chain with finitely many states. It sums up terms for the rooted spanning trees of the Markov chain, with a positive combination for each tree. The Markov chain tree theorem is closely related to Kirchhoff's theorem on counting the spanning trees of a graph, from which it can be derived. It was first stated by , for certain Markov chains arising in thermodynamics, and proved in full generality by , motivated by an application in limited-memory estimation of the probability of a biased coin. A finite Markov chain consists of a finite set of states, and a transition probability p_ for changing from state i to state j, such that for each state the outgoing transition probabilities sum to one. From an initial choice of state (which turns out to be irrelevant to this problem), each successive state is chosen at random according to the transition probabili ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Markov Chain
A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs ''now''." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC). It is named after the Russian mathematician Andrey Markov. Markov chains have many applications as statistical models of real-world processes, such as studying cruise control systems in motor vehicles, queues or lines of customers arriving at an airport, currency exchange rates and animal population dynamics. Markov processes are the basis for general stochastic simulation methods known as Markov chain Monte Carlo, which are used for simulating sampling from complex probability dist ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Stationary Distribution
Stationary distribution may refer to: * A special distribution for a Markov chain such that if the chain starts with its stationary distribution, the marginal distribution of all states at any time will always be the stationary distribution. Assuming irreducibility, the stationary distribution is always unique if it exists, and its existence can be implied by positive recurrence of all states. The stationary distribution has the interpretation of the limiting distribution when the chain is irreducible and aperiodic. * The marginal distribution of a stationary process or stationary time series * The set of joint probability distributions of a stationary process or stationary time series In some fields of application, the term stable distribution is used for the equivalent of a stationary (marginal) distribution, although in probability and statistics the term has a rather different meaning: see stable distribution. Crudely stated, all of the above are specific cases of a common ge ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Spanning Tree
In the mathematical field of graph theory, a spanning tree ''T'' of an undirected graph ''G'' is a subgraph that is a tree which includes all of the vertices of ''G''. In general, a graph may have several spanning trees, but a graph that is not connected will not contain a spanning tree (see about spanning forests below). If all of the edges of ''G'' are also edges of a spanning tree ''T'' of ''G'', then ''G'' is a tree and is identical to ''T'' (that is, a tree has a unique spanning tree and it is itself). Applications Several pathfinding algorithms, including Dijkstra's algorithm and the A* search algorithm, internally build a spanning tree as an intermediate step in solving the problem. In order to minimize the cost of power networks, wiring connections, piping, automatic speech recognition, etc., people often use algorithms that gradually build a spanning tree (or many such trees) as intermediate steps in the process of finding the minimum spanning tree. The Internet and ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Kirchhoff's Theorem
In the mathematical field of graph theory, Kirchhoff's theorem or Kirchhoff's matrix tree theorem named after Gustav Kirchhoff is a theorem about the number of spanning trees in a graph, showing that this number can be computed in polynomial time from the determinant of a submatrix of the Laplacian matrix of the graph; specifically, the number is equal to ''any'' cofactor of the Laplacian matrix. Kirchhoff's theorem is a generalization of Cayley's formula which provides the number of spanning trees in a complete graph. Kirchhoff's theorem relies on the notion of the Laplacian matrix of a graph that is equal to the difference between the graph's degree matrix (a diagonal matrix with vertex degrees on the diagonals) and its adjacency matrix (a (0,1)-matrix with 1's at places corresponding to entries where the vertices are adjacent and 0's otherwise). For a given connected graph ''G'' with ''n'' labeled vertices, let ''λ''1, ''λ''2, ..., ''λn''−1 be the non-zer ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Thermodynamics
Thermodynamics is a branch of physics that deals with heat, work, and temperature, and their relation to energy, entropy, and the physical properties of matter and radiation. The behavior of these quantities is governed by the four laws of thermodynamics which convey a quantitative description using measurable macroscopic physical quantities, but may be explained in terms of microscopic constituents by statistical mechanics. Thermodynamics applies to a wide variety of topics in science and engineering, especially physical chemistry, biochemistry, chemical engineering and mechanical engineering, but also in other complex fields such as meteorology. Historically, thermodynamics developed out of a desire to increase the efficiency of early steam engines, particularly through the work of French physicist Sadi Carnot (1824) who believed that engine efficiency was the key that could help France win the Napoleonic Wars. Scots-Irish physicist Lord Kelvin was the first to formulate a ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Biased Coin
In probability theory and statistics, a sequence of independent Bernoulli trials with probability 1/2 of success on each trial is metaphorically called a fair coin. One for which the probability is not 1/2 is called a biased or unfair coin. In theoretical studies, the assumption that a coin is fair is often made by referring to an ideal coin. John Edmund Kerrich performed experiments in coin flipping and found that a coin made from a wooden disk about the size of a crown and coated on one side with lead landed heads (wooden side up) 679 times out of 1000. In this experiment the coin was tossed by balancing it on the forefinger, flipping it using the thumb so that it spun through the air for about a foot before landing on a flat cloth spread over a table. Edwin Thompson Jaynes claimed that when a coin is caught in the hand, instead of being allowed to bounce, the physical bias in the coin is insignificant compared to the method of the toss, where with sufficient practice a coin c ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Greatest Common Divisor
In mathematics, the greatest common divisor (GCD) of two or more integers, which are not all zero, is the largest positive integer that divides each of the integers. For two integers ''x'', ''y'', the greatest common divisor of ''x'' and ''y'' is denoted \gcd (x,y). For example, the GCD of 8 and 12 is 4, that is, \gcd (8, 12) = 4. In the name "greatest common divisor", the adjective "greatest" may be replaced by "highest", and the word "divisor" may be replaced by "factor", so that other names include highest common factor (hcf), etc. Historically, other names for the same concept have included greatest common measure. This notion can be extended to polynomials (see Polynomial greatest common divisor) and other commutative rings (see below). Overview Definition The ''greatest common divisor'' (GCD) of two nonzero integers and is the greatest positive integer such that is a divisor of both and ; that is, there are integers and such that and , and is the largest s ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Tree (graph Theory)
In graph theory In mathematics, graph theory is the study of ''graphs'', which are mathematical structures used to model pairwise relations between objects. A graph in this context is made up of '' vertices'' (also called ''nodes'' or ''points'') which are conne ..., a tree is an undirected graph in which any two Vertex (graph theory), vertices are connected by ''exactly one'' Path (graph theory), path, or equivalently a Connected graph, connected Cycle (graph theory), acyclic undirected graph. A forest is an undirected graph in which any two vertices are connected by ''at most one'' path, or equivalently an acyclic undirected graph, or equivalently a Disjoint union of graphs, disjoint union of trees. A polytreeSee . (or directed tree or oriented treeSee .See . or singly connected networkSee .) is a directed acyclic graph (DAG) whose underlying undirected graph is a tree. A polyforest (or directed forest or oriented forest) is a directed acyclic graph whose underlying undirecte ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Markov Processes
Markov (Bulgarian, russian: Марков), Markova, and Markoff are common surnames used in Russia and Bulgaria. Notable people with the name include: Academics *Ivana Markova (born 1938), Czechoslovak-British emeritus professor of psychology at the University of Stirling *John Markoff (sociologist) (born 1942), American professor of sociology and history at the University of Pittsburgh *Konstantin Markov (1905–1980), Soviet geomorphologist and quaternary geologist Mathematics, science, and technology *Alexander V. Markov (1965-), Russian biologist *Andrey Markov (1856–1922), Russian mathematician *Vladimir Andreevich Markov (1871–1897), Russian mathematician, brother of Andrey Markov (Sr.) *Andrey Markov Jr. (1903–1979), Russian mathematician and son of Andrey Markov *John Markoff (born 1949), American journalist of computer industry and technology *Moisey Markov (1908–1994), Russian physicist Performing arts *Albert Markov, Russian American violinist, composer * Alexan ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]