Random walk on sparse random digraphs
Abstract
A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the context of card shuffling (Aldous-Diaconis, 1986), this remarkable phenomenon is now rigorously established for many reversible chains. Here we consider the non-reversible case of random walks on sparse directed graphs, for which even the equilibrium measure is far from being understood. We work under the configuration model, allowing both the in-degrees and the out-degrees to be freely specified. We establish the cutoff phenomenon, determine its precise window and prove that the cutoff profile approaches a universal shape. We also provide a detailed description of the equilibrium measure.
Cite
@article{arxiv.1508.06600,
title = {Random walk on sparse random digraphs},
author = {Charles Bordenave and Pietro Caputo and Justin Salez},
journal= {arXiv preprint arXiv:1508.06600},
year = {2018}
}
Comments
Final version, to appear in PTRF