Probabilistic argument to show that power series of submatrix of connected graph converges











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Suppose I have a connected graph $G = (V,E)$, and a subset of vertices $U$, such that $W$ is the subgraph of $G$ induced by the vertices $V setminus U$, and that $W$ is also connected.



Now, let $X_n$ be a random walk on $G$ and let $P$ be its transition probability matrix. Now, let $Q$ be the submatrix of $P$ that corresponds to the vertices $W$. So, $Q$ is a sub-stochastic matrix (i.e. at least $1$ row sums to less than $1$)



I have shown that for any $k,j in W$, $(K^n)_{kj} = P_k({X_n = j} cap {X_i in W, forall i < n})$, where $P_k$ refers to the probability with respect to the random walk started at $k$.



I want to show that, for all $k, j in W$, $$ sum_{n=0}^infty (K^n)_{kj} < infty,$$ and also that $$ sum_{n=0}^infty x^n(K^n)_{kj}$$ has a radius of convergence strictly greater than $1$.



I can show both using a lot of linear algebra, most of which comes down to showing that $K$ has spectral radius less than $1$.



I was wondering if there is any probability arguments I can use to show this instead, as the solutions I have now seem extremely non-illustrative. Moreover, we haven't learned Perron-Frobenius and other similar results, which to me indicates that there must be a slicker, probabilistic solution to this problem.










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    Suppose I have a connected graph $G = (V,E)$, and a subset of vertices $U$, such that $W$ is the subgraph of $G$ induced by the vertices $V setminus U$, and that $W$ is also connected.



    Now, let $X_n$ be a random walk on $G$ and let $P$ be its transition probability matrix. Now, let $Q$ be the submatrix of $P$ that corresponds to the vertices $W$. So, $Q$ is a sub-stochastic matrix (i.e. at least $1$ row sums to less than $1$)



    I have shown that for any $k,j in W$, $(K^n)_{kj} = P_k({X_n = j} cap {X_i in W, forall i < n})$, where $P_k$ refers to the probability with respect to the random walk started at $k$.



    I want to show that, for all $k, j in W$, $$ sum_{n=0}^infty (K^n)_{kj} < infty,$$ and also that $$ sum_{n=0}^infty x^n(K^n)_{kj}$$ has a radius of convergence strictly greater than $1$.



    I can show both using a lot of linear algebra, most of which comes down to showing that $K$ has spectral radius less than $1$.



    I was wondering if there is any probability arguments I can use to show this instead, as the solutions I have now seem extremely non-illustrative. Moreover, we haven't learned Perron-Frobenius and other similar results, which to me indicates that there must be a slicker, probabilistic solution to this problem.










    share|cite|improve this question


























      up vote
      2
      down vote

      favorite









      up vote
      2
      down vote

      favorite











      Suppose I have a connected graph $G = (V,E)$, and a subset of vertices $U$, such that $W$ is the subgraph of $G$ induced by the vertices $V setminus U$, and that $W$ is also connected.



      Now, let $X_n$ be a random walk on $G$ and let $P$ be its transition probability matrix. Now, let $Q$ be the submatrix of $P$ that corresponds to the vertices $W$. So, $Q$ is a sub-stochastic matrix (i.e. at least $1$ row sums to less than $1$)



      I have shown that for any $k,j in W$, $(K^n)_{kj} = P_k({X_n = j} cap {X_i in W, forall i < n})$, where $P_k$ refers to the probability with respect to the random walk started at $k$.



      I want to show that, for all $k, j in W$, $$ sum_{n=0}^infty (K^n)_{kj} < infty,$$ and also that $$ sum_{n=0}^infty x^n(K^n)_{kj}$$ has a radius of convergence strictly greater than $1$.



      I can show both using a lot of linear algebra, most of which comes down to showing that $K$ has spectral radius less than $1$.



      I was wondering if there is any probability arguments I can use to show this instead, as the solutions I have now seem extremely non-illustrative. Moreover, we haven't learned Perron-Frobenius and other similar results, which to me indicates that there must be a slicker, probabilistic solution to this problem.










      share|cite|improve this question















      Suppose I have a connected graph $G = (V,E)$, and a subset of vertices $U$, such that $W$ is the subgraph of $G$ induced by the vertices $V setminus U$, and that $W$ is also connected.



      Now, let $X_n$ be a random walk on $G$ and let $P$ be its transition probability matrix. Now, let $Q$ be the submatrix of $P$ that corresponds to the vertices $W$. So, $Q$ is a sub-stochastic matrix (i.e. at least $1$ row sums to less than $1$)



      I have shown that for any $k,j in W$, $(K^n)_{kj} = P_k({X_n = j} cap {X_i in W, forall i < n})$, where $P_k$ refers to the probability with respect to the random walk started at $k$.



      I want to show that, for all $k, j in W$, $$ sum_{n=0}^infty (K^n)_{kj} < infty,$$ and also that $$ sum_{n=0}^infty x^n(K^n)_{kj}$$ has a radius of convergence strictly greater than $1$.



      I can show both using a lot of linear algebra, most of which comes down to showing that $K$ has spectral radius less than $1$.



      I was wondering if there is any probability arguments I can use to show this instead, as the solutions I have now seem extremely non-illustrative. Moreover, we haven't learned Perron-Frobenius and other similar results, which to me indicates that there must be a slicker, probabilistic solution to this problem.







      probability probability-theory graph-theory markov-chains random-walk






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      edited Dec 3 at 5:12

























      asked Dec 3 at 3:52









      jackson5

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