English

A Counterexample to Monotonicity of Relative Mass in Random Walks

Probability 2015-12-15 v2

Abstract

For a finite undirected graph G=(V,E)G = (V,E), let pu,v(t)p_{u,v}(t) denote the probability that a continuous-time random walk starting at vertex uu is in vv at time tt. In this note we give an example of a Cayley graph GG and two vertices u,vGu,v \in G for which the function ru,v(t)=pu,v(t)pu,u(t)t0 r_{u,v}(t) = \frac{p_{u,v}(t)}{p_{u,u}(t)} \qquad t \geq 0 is not monotonically non-decreasing. This answers a question asked by Peres in 2013.

Keywords

Cite

@article{arxiv.1506.08631,
  title  = {A Counterexample to Monotonicity of Relative Mass in Random Walks},
  author = {Oded Regev and Igor Shinkar},
  journal= {arXiv preprint arXiv:1506.08631},
  year   = {2015}
}