Upper escape rate of Markov chains on weighted graphs

DOI10.1016/j.spa.2013.08.004zbMath1284.60144arXiv1304.6197OpenAlexW1972301841MaRDI QIDQ2434483

Yuichi Shiozawa, Xueping Huang

Publication date: 6 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.6197

zbMATH Keywords

Markov chainsweighted graphsescape rateupper rate function

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Random walks on graphs (05C81)

Related Items (10)

Geometry, dynamics and spectrum of operators on discrete spaces. Abstracts from the workshop held January 3--9, 2021 (online meeting) ⋮ Stochastic completeness of graphs: bounded Laplacians, intrinsic metrics, volume growth and curvature ⋮ Laplacians on infinite graphs: discrete vs. continuous ⋮ Graphs with positive spectrum ⋮ On the upper rate functions of some time inhomogeneous diffusion processes ⋮ On the uniqueness class, stochastic completeness and volume growth for graphs ⋮ Upper escape rate for weighted graphs via metric graphs ⋮ Rate functions for symmetric Markov processes via heat kernel ⋮ Intrinsic Metrics on Graphs: A Survey ⋮ Escape rate of symmetric jump-diffusion processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Gaussian upper bounds for heat kernels of continuous time simple random walks
• Dirichlet forms and symmetric Markov processes.
• Conservation property of symmetric jump processes
• Large deviations for occupation times of Markov processes with \(L_{2}\) semigroups
• Volume growth and escape rate of Brownian motion on a complete Riemannian manifold
• Intrinsic metrics for non-local symmetric Dirichlet forms and applications to spectral theory
• A note on self-adjoint extensions of the Laplacian on weighted graphs
• Some variational formulas on additive functionals of symmetric Markov chains
• Dirichlet forms and stochastic completeness of graphs and subgraphs
• Volume Growth and Escape Rate of Brownian Motion on a Cartan—Hadamard Manifold
• Asymptotic evaluation of certain markov process expectations for large time, II
• Markov Chains
• Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds
• Integral maximum principle and its applications
• Analysis on local Dirichlet spaces. I. Recurrence, conservativeness and Lp-Liouville properties.
• Escape rate of brownian motion on riemanian manifolds
• A remark on the uniqueness of Silverstein extensions of symmetric Dirichlet forms
• Stochastically Incomplete Manifolds and Graphs
• Bounds for the fundamental solution of a parabolic equation

This page was built for publication: Upper escape rate of Markov chains on weighted graphs