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The Pendulum Arrangement: Maximizing the Escape Time of Heterogeneous Random Walks

Probability 2020-07-29 v2 Discrete Mathematics Combinatorics Optimization and Control Data Analysis, Statistics and Probability

Abstract

We identify a fundamental phenomenon of heterogeneous one dimensional random walks: the escape (traversal) time is maximized when the heterogeneity in transition probabilities forms a pyramid-like potential barrier. This barrier corresponds to a distinct arrangement of transition probabilities, sometimes referred to as the pendulum arrangement. We reduce this problem to a sum over products, combinatorial optimization problem, proving that this unique structure always maximizes the escape time. This general property may influence studies in epidemiology, biology, and computer science to better understand escape time behavior and construct intruder-resilient networks.

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Cite

@article{arxiv.2007.13232,
  title  = {The Pendulum Arrangement: Maximizing the Escape Time of Heterogeneous Random Walks},
  author = {Asaf Cassel and Shie Mannor and Guy Tennenholtz},
  journal= {arXiv preprint arXiv:2007.13232},
  year   = {2020}
}

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