Abstract
We prove the conjecture formulated in Litvak and Ejov (2009), namely, 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.
Citation
Vladimir Ejov. Nelly Litvak. Giang T. Nguyen. Peter G. Taylor. "Proof of the Hamiltonicity-trace conjecture for singularly perturbed Markov chains." J. Appl. Probab. 48 (4) 901 - 910, December 2011. https://doi.org/10.1239/jap/1324046008
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