Stable and scalable computation of state visitation probabilities in finite Markov chains.

Published version
Repository DOI

Type
Article
Change log
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
Volume Title
158
Publisher
AIP Publishing
Sponsorship
Engineering and Physical Sciences Research Council (EP/N035003/1)