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Coupling and Ergodic Theorems for Markov Chains with Damping Component
Stockholm University, Sweden. (MAM)ORCID iD: 0000-0002-2626-5598
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. (MAM)ORCID iD: 0000-0003-4554-6528
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, School of Physical Sciences, Makerere University, Kampala, Uganda. (MAM)
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Department of Mathematics, College of Natural and Applied Sciences, University of Dar es Salaam,Tanzania. (MAM)ORCID iD: 0000-0001-7822-2103
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2019 (English)In: Theory of Probability and Mathematical Statistics, ISSN 0094-9000, Vol. 101, p. 212-231Article in journal (Refereed) Published
Abstract [en]

Perturbed Markov chains are popular models for description of information networks. Insuch models, the transition matrix P0 of an information Markov chain is usually approximated bymatrix Pε = (1-ε)P0+εD, where D is a so-called damping stochastic matrix with identical rowsand all positive elements, while ε [0; 1] is a damping (perturbation) parameter. Using procedure ofarticial regeneration for the perturbed Markov chain ηε,n with the matrix of transition probabilities Pε , and coupling methods, we get ergodic theorems, in the form of asymptotic relations for Pε,ij (n) =Pi {ηε,n =j}, as n  and ε0, and explicit upper bounds for the rates of convergence in such theorems. In particular, the most dicult case of the model with singular perturbations, wherethe phase space of the unperturbed Markov chain η0,n split in several closed classes of communicativestates and possibly a class of transient states, is investigated.

Place, publisher, year, edition, pages
2019. Vol. 101, p. 212-231
Keywords [en]
Markov chain, Damping component, Information network, Regular perturbation, Singular perturbation, Coupling, Ergodic theorem, Rate of convergence, Triangular array mode
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-47081ISI: 000519544200017OAI: oai:DiVA.org:mdh-47081DiVA, id: diva2:1394751
Funder
Sida - Swedish International Development Cooperation AgencyAvailable from: 2020-02-20 Created: 2020-02-20 Last updated: 2021-01-04Bibliographically approved
In thesis
1. Perturbed Markov Chains with Damping Component and Information Networks
Open this publication in new window or tab >>Perturbed Markov Chains with Damping Component and Information Networks
2020 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

This thesis brings together three thematic topics, PageRank of evolving tree graphs, stopping criteria for ranks and perturbed Markov chains with damping component. The commonality in these topics is their focus on ranking problems in information networks. In the fields of science and engineering, information networks are interesting from both practical and theoretical perspectives. The fascinating property of networks is their applicability in analysing broad spectrum of problems and well established mathematical objects. One of the most common algorithms in networks' analysis is PageRank. It was developed for web pages’ ranking and now serves as a tool for identifying important vertices as well as studying characteristics of real-world systems in several areas of applications. Despite numerous successes of the algorithm in real life, the analysis of information networks is still challenging. Specifically, when the system experiences changes in vertices /edges or it is not strongly connected or when a damping stochastic matrix and a damping factor are added to an information matrix. For these reasons, extending existing or developing methods to understand such complex networks is necessary.

Chapter 2 of this thesis focuses on information networks with no bidirectional interaction. They are commonly encountered in ecological systems, number theory and security systems. We consider certain specific changes in a network and describe how the corresponding information matrix can be updated as well as PageRank scores. Specifically, we consider the graph partitioned into levels of vertices and describe how PageRank is updated as the network evolves.

In Chapter 3, we review different stopping criteria used in solving a linear system of equations and investigate each stopping criterion against some classical iterative methods. Also, we explore whether clustering algorithms may be used as stopping criteria.

Chapter 4 focuses on perturbed Markov chains commonly used for the description of information networks. In such models, the transition matrix of an information Markov chain is usually regularised and approximated by a stochastic (Google type) matrix. Stationary distribution of the stochastic matrix is equivalent to PageRank, which is very important for ranking of vertices in information networks. Determining stationary probabilities and related characteristics of singularly perturbed Markov chains is complicated; leave alone the choice of regularisation parameter. We use the procedure of artificial regeneration for the perturbed Markov chain with the matrix of transition probabilities and coupling methods. We obtain ergodic theorems, in the form of asymptotic relations. We also derive explicit upper bounds for the rate of convergence in ergodic relations. Finally, we illustrate these results with numerical examples.

Place, publisher, year, edition, pages
Västerås: Mälardalen University, 2020
Series
Mälardalen University Press Dissertations, ISSN 1651-4238 ; 326
National Category
Mathematics
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-51550 (URN)978-91-7485-485-5 (ISBN)
Public defence
2020-12-10, Lambda +(Online Zoom), Mälardalens högskola, Västerås, 15:15 (English)
Opponent
Supervisors
Available from: 2020-10-19 Created: 2020-10-15 Last updated: 2020-11-19Bibliographically approved

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