Hitting Times in Markov Chains with Restart and their Application to Network Centrality

Avrachenkov, Konstantin, Piunovskiy, Alexey and Zhang, Yi ORCID: 0000-0002-3200-6306 (2018) Hitting Times in Markov Chains with Restart and their Application to Network Centrality. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 20 (4). pp. 1173-1188.

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Abstract

Motivated by applications in telecommunications, computer science and physics, we consider a discrete-time Markov process with restart. At each step the process either with a positive probability restarts from a given distribution, or with the complementary probability continues according to a Markov transition kernel. The main contribution of the present work is that we obtain an explicit expression for the expectation of the hitting time (to a given target set) of the process with restart. The formula is convenient when considering the problem of optimization of the expected hitting time with respect to the restart probability. We illustrate our results with two examples in uncountable and countable state spaces and with an application to network centrality.

Item Type:	Article
Uncontrolled Keywords:	Discrete-time Markov process with restart, Expected hitting time, Network centrality, 60J05, 60J20
Depositing User:	Symplectic Admin
Date Deposited:	17 Nov 2017 11:43
Last Modified:	19 Jan 2023 06:50
DOI:	10.1007/s11009-017-9600-5
Related URLs:	Author Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3012366