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We consider the following problem arising from the study of human problem solving: Let $G$ be a vertex-weighted graph with marked in and out vertices. Suppose a random walker begins at the in-vertex, steps to neighbors of vertices with probability proportional to their weights, and stops upon reaching the out-vertex. Could one deduce the weights from the paths that many such walkers take? We analyze an iterative numerical solution to this reconstruction problem, in particular, given the empirical mean occupation times of the walkers. In the process, a result concerning the differentiation of a matrix pseudoinverse is given, which may be of independent interest. We then consider the existence of a choice of weights for the given occupation times, formulating a natural conjecture to the effect that -- barring obvious obstructions -- a solution always exists. It is shown that the conjecture holds for a class of graphs that includes all trees and complete graphs. Several open problems are discussed.
In this paper, we derive the joint Laplace transforms of occupation times until its last passage times as well as its positions. Motivated by Baurdoux [2], the last times before an independent exponential variable are studied. By applying dual argume
We present a detailed probabilistic and structural analysis of the set of weighted homomorphisms from the discrete torus $mathbb{Z}_m^n$, where $m$ is even, to any fixed graph: we show that the corresponding probability distribution on such homomorph
We study one loop quantum gravitational corrections to the long range force induced by the exchange of a massless scalar between two massive scalars. The various diagrams contributing to the flat space S-matrix are evaluated in a general covariant ga
We investigate a class of weighted voting games for which weights are randomly distributed over the standard probability simplex. We provide close-formed formulae for the expectation and density of the distribution of weight of the $k$-th largest pla
Almost twenty years ago, E.R. Fernholz introduced portfolio generating functions which can be used to construct a variety of portfolios, solely in the terms of the individual companies market weights. I. Karatzas and J. Ruf recently developed another