Meeting times of Markov chains via singular value decomposition
Probability
2024-07-09 v2
Abstract
We suggest a non-asymptotic matrix perturbation-theoretic approach to get sharp bounds on the expected meeting time of random walks on large (possibly random) graphs. We provide a formula for the expected meeting time in terms of the singular value decomposition of the diagonally killed generator of a pair of independent random walks, which we view as a perturbation of the generator. Employing a rank-one approximation of the diagonally killed generator as the proof of concept, we work out sharp bounds on the expected meeting time of simple random walks on sufficiently dense Erd\H{o}s-R\'enyi random graphs.
Keywords
Cite
@article{arxiv.2406.04958,
title = {Meeting times of Markov chains via singular value decomposition},
author = {Thomas van Belle and Anton Klimovsky},
journal= {arXiv preprint arXiv:2406.04958},
year = {2024}
}
Comments
20 pages