Abstract
Consider an electrical network onnnodes with resistorsrijbetween nodesiandj. LetRijdenote theeffective resistancebetween the nodes. Then Foster's Theorem [5] asserts thatwherei∼jdenotesiandjare connected by a finiterij. In [10] this theorem is proved by making use of random walks. The classical connection between electrical networks and reversible random walks implies a corresponding statement for reversible Markov chains. In this paper we prove an elementary identity for ergodic Markov chains, and show that this yields Foster's theorem when the chain is time-reversible.We also prove a generalization of aresistive inverseidentity. This identity was known for resistive networks, but we prove a more general identity for ergodic Markov chains. We show that time-reversibility, once again, yields the known identity. Among other results, this identity also yields an alternative characterization of reversibility of Markov chains (see Remarks 1 and 2 below). This characterization, when interpreted in terms of electrical currents, implies thereciprocity theoremin single-source resistive networks, thus allowing us to establish the equivalence ofreversibilityin Markov chains andreciprocityin electrical networks.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Computational Theory and Mathematics,Statistics and Probability,Theoretical Computer Science
Cited by
21 articles.
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