Permuted Random Walk Exits Typically in Linear Time
Probability
2014-05-15 v1 Combinatorics
Abstract
Given a permutation sigma of the integers {-n,-n+1,...,n} we consider the Markov chain X_{sigma}, which jumps from k to sigma (k\pm 1) equally likely if k\neq -n,n. We prove that the expected hitting time of {-n,n} starting from any point is Theta(n) with high probability when sigma is a uniformly chosen permutation. We prove this by showing that with high probability, the digraph of allowed transitions is an Eulerian expander; we then utilize general estimates of hitting times in directed Eulerian expanders.
Cite
@article{arxiv.1405.3290,
title = {Permuted Random Walk Exits Typically in Linear Time},
author = {Shirshendu Ganguly and Yuval Peres},
journal= {arXiv preprint arXiv:1405.3290},
year = {2014}
}
Comments
15 pages, 2 figures