Proof of the Hamiltonicity-trace conjecture for singularly perturbed Markov chains

Ejov, Vladimir and Litvak, Nelly and Nguyen, Giang T. and Taylor, Peter G. (2011) Proof of the Hamiltonicity-trace conjecture for singularly perturbed Markov chains. Journal of Applied Probability, 48 (4). pp. 901-910. ISSN 0021-9002

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Abstract:	We prove the conjecture formulated in Litvak and Ejov (2009), that the trace of the fundamental matrix of a singularly perturbed Markov chain that corresponds to a stochastic policy feasible for a given graph is minimised at policies corresponding to Hamiltonian cycles.
Item Type:	Article
Copyright:	© 2011 Applied Probability Trust
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:	Stochastic Operations Research (SOR)
Link to this item:	http://purl.utwente.nl/publications/79218
Official URL:	http://dx.doi.org/10.1239/jap/1324046008
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