On the first passage time of a simple random walk on a tree
We consider a simple random walk on a tree. Exact expressions are obtained for the expectation and the variance of the first passage time, thereby recovering the known result that these are integers. A relationship of the mean first passage matrix with the distance matrix is established and used to derive a formula for the inverse of the mean first passage matrix.
Volume (Year): 81 (2011)
Issue (Month): 10 (October)
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- Chen, Haiyan, 2007. "The generating functions of hitting times for random walk on trees," Statistics & Probability Letters, Elsevier, vol. 77(15), pages 1574-1579, September.
- Palacios, JoséLuis & Tetali, Prasad, 1996. "A note on expected hitting times for birth and death chains," Statistics & Probability Letters, Elsevier, vol. 30(2), pages 119-125, October.
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