English

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