Stable and scalable computation of state visitation probabilities in finite Markov chains.
Change log
Authors
Abstract
We report an algorithm based on renormalization to compute the probability that a particular state, or set thereof, is visited along the first passage or transition paths between two endpoint states of a finite Markov chain. The procedure is numerically stable and does not require dense storage of the transition matrix.
Description
Keywords
40 Engineering, 34 Chemical Sciences, 51 Physical Sciences
Journal Title
J Chem Phys
Conference Name
Journal ISSN
0021-9606
1089-7690
1089-7690
Volume Title
158
Publisher
AIP Publishing
Publisher DOI
Sponsorship
Engineering and Physical Sciences Research Council (EP/N035003/1)