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Random walks on graphs with interval weights as a model of reversible imprecise Markov chains
Proceedings of the Fourteenth International Symposium on Imprecise Probabilities: Theories and Applications, PMLR 290:252-262, 2025.
Abstract
We consider random walks on weighted graphs where the edge weights are interval-valued, reflecting uncertainty in the relationships between vertices. We study this model in the framework of reversible imprecise Markov chains by viewing them as sets of precise inhomogeneous Markov chains. We define and analyze the notion of reversibility for such sets by extending classical reversibility concepts to the imprecise setting. These concepts are then applied to interval-weighted random walks, where the individual weight functions may not be symmetric but their sets exhibit symmetry. Our approach provides a basis for analyzing random walks in environments with uncertain or incomplete information.