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Random walks on graphs and Monte Carlo methods

Author

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  • Cheng, Wen-Ju
  • Cox, Jim
  • Whitlock, Paula

Abstract

This paper relates the study of random walks on graphs and directed graphs to random walks that arise in Monte Carlo methods applied to optimization problems. Previous results on simple graphs are surveyed and new results on the mixing times for Markov chains are derived.

Suggested Citation

  • Cheng, Wen-Ju & Cox, Jim & Whitlock, Paula, 2017. "Random walks on graphs and Monte Carlo methods," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 135(C), pages 86-94.
    • Handle: RePEc:eee:matcom:v:135:y:2017:i:c:p:86-94
    DOI: 10.1016/j.matcom.2015.12.006
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    Cited by:

    1. Tong, Yanjie & Tien, Iris, 2019. "Analytical probability propagation method for reliability analysis of general complex networks," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 21-30.

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