M.Sc. (Mathematics) / In chapter 1, we give the reader some background concerning digraphs that are used in the discussion of Markov chains; namely, their Markov digraphs. Warshall’s Algorithm for reachability is also introduced as this is used to define terms such as transient states and irreducibility. Some initial theory and definitions concerning Markov chains and their corresponding Markov digraphs are given in chapter 2. Furthermore, we discuss l–step transitions (walks of length l) for homogeneous and inhomogeneous Markov chains and other generalizations. In chapter 3, we define terms such as communication, intercommunication, recurrence and transience. We also prove some results regarding the irreducibility of some Markov chains through the use of the reachability matrix. Furthermore, periodicity and aperiodicity are also investigated and the existence of walks of any length greater than some specified integer N is also considered. A discussion on random walks on an undirected torus is also contained in this chapter. In chapter 4, we explore stationary distributions and what it means for a Markov chain to be reversible. Furthermore, the hitting time and the mean hitting time in a Markov digraph are also defined and the proof of the theorems regarding them are done. The demonstrations of the theorems concerning the existence and uniqueness of stationary distributions and the Markov Chain Convergence Theorem are carried out. Later in this chapter, we define the Markov digraph of undirected graphs, which are Markov chains as well. The existing theory is then applied to these. In chapter 5, we explore and see how to simulate Markov chains on a computer by using Markov Chain Monte Carlo Methods. We also show how these apply to random q–colourings of undirected graphs. Finally, in chapter 6, we consider a physical application of these Graph Theoretical concepts—the simulation of the Ising model. Initially, the relevant concepts of the Potts model are given and then the Gibbs sampler algorithm in chapter 5 is modified and used to simulate the Ising model. A relation between the chromatic polynomial and the partition function of the Potts model is also demonstrated.
| Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uj/uj:7506 |
| Date | 01 May 2013 |
| Creators | Marcon, Sinclair Antony |
| Source Sets | South African National ETD Portal |
| Detected Language | English |
| Type | Thesis |
| Rights | University of Johannesburg |
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