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Perturbed Markov Chains with Damping Component
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. 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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2021 (English)In: Methodology and Computing in Applied Probability, ISSN 1387-5841, E-ISSN 1573-7713, no 1, p. 369-397Article in journal (Refereed) Published
Abstract [en]

The paper is devoted to studies of regularly and singularly perturbed Markov chains with damping component. In such models, a matrix of transition probabilities is regularised by adding a special damping matrix multiplied by a small damping (perturbation) parameter epsilon. We perform a detailed perturbation analysis for such Markov chains, particularly, give effective upper bounds for the rate of approximation for stationary distributions of unperturbed Markov chains by stationary distributions of perturbed Markov chains with regularised matrices of transition probabilities, asymptotic expansions for approximating stationary distributions with respect to damping parameter, explicit coupling type upper bounds for the rate of convergence in ergodic theorems forn-step transition probabilities, as well as ergodic theorems in triangular array mode.

Place, publisher, year, edition, pages
2021. no 1, p. 369-397
Keywords [en]
Markov chain, Damping component, Information network, Regular perturbation, Singular perturbation, Stationary distribution, Asymptotic expansion, Rate of convergence, Coupling, Ergodic theorem, Triangular array mode
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-50597DOI: 10.1007/s11009-020-09815-9ISI: 000559416000001Scopus ID: 2-s2.0-85089399907OAI: oai:DiVA.org:mdh-50597DiVA, id: diva2:1469236
Funder
Sida - Swedish International Development Cooperation AgencyAvailable from: 2020-09-21 Created: 2020-09-21 Last updated: 2021-11-05Bibliographically approved
In thesis
1. Analytical and Iterative Methods of Computing PageRank of Networks
Open this publication in new window or tab >>Analytical and Iterative Methods of Computing PageRank of Networks
2020 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

This thesis is about variants of PageRank, methods of PageRank computation and perturbation analysis of a PageRank vector as a stationary distribution of a kind of perturbed Markov chain model. 

Chapter 2 of this thesis gives closed form formulae for ordinary and lazy PageRanks for some specific simple line graphs. Different cases of changes made to the simple line graph are considered and for each case, a corresponding formula for each of the two variants of PageRank is provided.

Chapter 3 is dedicated to the exploration of relationships that exist between three known variants of PageRank: ordinary PageRank, lazy PageRank and random walk with backstep PageRank in terms of their convergence and consistency in rank scores for different graph structures with reference to PageRank parameters, the damping factor c and backstep parameter β. 

In Chapter 4, we discuss numerical methods used in solving the PageRank problem as a linear system and evaluate some stopping criteria that can be employed in such methods. 

Finally, in Chapter 5, we address the PageRank problem as a first order perturbed Markov chain problem and study the perturbation analysis for stationary distributions of Markov chains with damping component. We illustrate our results on asymptotic perturbation analysis by using different computational examples.

Place, publisher, year, edition, pages
Västerås: Mälardalen University, 2020
Series
Mälardalen University Press Dissertations, ISSN 1651-4238 ; 325
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
urn:nbn:se:mdh:diva-51390 (URN)978-91-7485-482-4 (ISBN)
Public defence
2020-11-20, Kappa +(Zoom), Mälardalens högskola, Västerås, 10:15 (English)
Opponent
Supervisors
Available from: 2020-10-09 Created: 2020-10-08 Last updated: 2020-11-09Bibliographically approved
2. 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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Silvestrov, SergeiAbola, BenardBiganda, PitosEngström, Christopher

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