Graph Transformation Method for Calculating Waiting Times in Markov Chains

Details Graph Transformation Method for Calculating Waiting Times in Markov Chains Graph Transformation Method for Calculating Waiting Times in Markov Chains

2006-03-31

arxiv.org/abs/cond-mat/0603830v2

Physics

Condensed Matter

Other Condensed Matter

58 pages, 10 figures, 1 table and 3 algorithms (given in pseudocode)

Scientific paper

10.1063/1.2198806

We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then calculate averages over a given ensemble of paths for both additive and multiplicative properties in a non-stochastic and non-iterative fashion. In particular, we can calculate the mean first passage time between arbitrary groups of stationary points for discrete path sampling databases, and hence extract phenomenological rate constants. We present a number of examples to demonstrate the efficiency and robustness of this approach.

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