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We consider arbitrary graphs $G$ with $n$ vertices and minimum degree at least $\delta n$ where $\delta>0$ is constant. If the conductance of $G$ is sufficiently large then we obtain an asymptotic expression for the cover time $C_G$ of $G$…

Combinatorics · Mathematics 2019-05-29 Colin Cooper , Alan Frieze , Wesley Pegden

The paper presents two results. The first one provides separate conditions for the upper and lower estimate of the distribution of the exit time from balls of a random walk on a weighted graph. The main result of the paper is that the lower…

Probability · Mathematics 2008-01-29 Andras Telcs

The Temporal Graph Exploration problem (TEXP) takes as input a temporal graph, i.e., a sequence of graphs $(G_i)_{i\in \mathbb{N}}$ on the same vertex set, and asks for a walk of shortest length visiting all vertices, where the $i$-th step…

Discrete Mathematics · Computer Science 2025-08-06 Samuel Baguley , Andreas Göbel , Nicolas Klodt , George Skretas , John Sylvester , Viktor Zamaraev

Recently, random walks on dynamic graphs have been studied because of their adaptivity to the time-varying structure of real-world networks. In general, there is a tremendous gap between static and dynamic graph settings for the lazy simple…

Discrete Mathematics · Computer Science 2022-01-19 Nobutaka Shimizu , Takeharu Shiraga

We base ourselves on the construction of the two-dimensional random interlacements [12] to define the one-dimensional version of the process. For this constructions we consider simple random walks conditioned on never hitting the origin,…

Probability · Mathematics 2016-08-04 Darcy Camargo , Serguei Popov

Let $X$ be a continuous time random walk on a weighted graph. Given the on-diagonal upper bounds of transition probabilities at two vertices $x_1$ and $x_2$, we use an adapted metric initiated by Davies, and obtain Gaussian upper estimates…

Probability · Mathematics 2015-07-10 Xinxing Chen

In this paper we observe the frog model, an infinite system of interacting random walks, on Z with an asymmetric underlying random walk. Under the assumption of transience with a fixed frog distribution, we construct an explicit formula for…

Probability · Mathematics 2015-02-11 Arka P. Ghosh , Steven Noren , Alexander Roitershtein

We consider branching random walks on the Euclidean lattice in dimensions five and higher. In this non-Markovian setting, we first obtain a relationship between the equilibrium measure and Green's function, in the form of an approximate…

Probability · Mathematics 2023-03-31 Amine Asselah , Bruno Schapira , Perla Sousi

We consider a transient excited random walk on $Z$ and study the asymptotic behavior of the occupation time of a currently most visited site. In particular, our results imply that, in contrast to the random walks in random environment, a…

Probability · Mathematics 2026-05-27 Reza Rastegar , Alexander Roitershtein

The paper considers excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on the critical case for the transition between recurrence and transience which…

Probability · Mathematics 2015-04-28 Dmitry Dolgopyat , Elena Kosygina

Directed covers of finite graphs are also known as periodic trees or trees with finitely many cone types. We expand the existing theory of directed covers of finite graphs to those of infinite graphs. While the lower growth rate still…

Probability · Mathematics 2009-10-05 Lorenz A. Gilch , Sebastian Müller

Let $S=(S_n)$ be an oscillatory random walk on the integer lattice $\mathbb{Z}$ with i.i.d. increments. Let $V_{{\rm d}}(x)$ be the renewal function of the strictly descending ladder height process for $S$. We obtain several sufficient…

Probability · Mathematics 2021-06-01 Kohei Uchiyama

We derive a general formula for computing the expected first return time of a random walk on a finite graph. Using this framework, we calculate the expected first return time in various settings over bounded rectangular grids with different…

Probability · Mathematics 2025-05-06 Nan An

We study continuous-time (variable speed) random walks in random environments on $\mathbb{Z}^d$, $d\ge2$, where, at time $t$, the walk at $x$ jumps across edge $(x,y)$ at time-dependent rate $a_t(x,y)$. The rates, which we assume stationary…

Probability · Mathematics 2020-01-06 Marek Biskup , Pierre-François Rodriguez

We consider a transient random walk on $Z^d$ which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted to the asymptotics of the probability of the first return to…

Probability · Mathematics 2011-04-19 Ron Doney , Dmitry Korshunov

We study a discrete time self interacting random process on graphs, which we call Greedy Random Walk. The walker is located initially at some vertex. As time evolves, each vertex maintains the set of adjacent edges touching it that have not…

Probability · Mathematics 2019-02-20 Tal Orenshtein , Igor Shinkar

The rotor walk on a graph is a deterministic analogue of random walk. Each vertex is equipped with a rotor, which routes the walker to the neighbouring vertices in a fixed cyclic order on successive visits. We consider rotor walk on an…

Combinatorics · Mathematics 2010-09-27 Omer Angel , Alexander E. Holroyd

Let $R_n=\max_{0\leq j\leq n}S_j-S_n$ be a random walk $S_n$ reflected in its maximum. Except in the trivial case when $P(X\ge0)=1$, $R_n$ will pass over a horizontal boundary of any height in a finite time, with probability 1. We extend…

Probability · Mathematics 2009-09-29 Ron Doney , Ross Maller

We consider nonelementary random walks on general hyperbolic spaces. Without any moment condition on the walk, we show that it escapes linearly to infinity, with exponential error bounds. We even get such exponential bounds up to the rate…

Probability · Mathematics 2023-01-18 Sébastien Gouëzel

Let $\sigma$ be a permutation of $\{0,\ldots,n\}$. We consider the Markov chain $X$ which jumps from $k\neq 0,n$ to $\sigma(k+1)$ or $\sigma(k-1)$, equally likely. When $X$ is at 0 it jumps to either $\sigma(0)$ or $\sigma(1)$ equally…

Probability · Mathematics 2013-04-25 Richard Pymar , Perla Sousi