Related papers: Hitting time, access time and optimal transport on…
We consider random walks on a tree $G=(V,E)$ with stationary distribution $\pi_v = \mathrm{deg}(v)/2|E|$ for $v \in V$. Let the hitting time $H(v,w)$ denote the expected number of steps required for the random walk started at vertex $v$ to…
In this paper, we propose a distributed guidance law for the simultaneous interception of a stationary target. For a group of `n' heterogeneous pursuers, the proposed guidance law establishes the necessary conditions on static graphs that…
We examine the problem of maximizing the reachability of a given source in temporal graphs that are given as the union of k temporal paths, i.e., every given path is a sequence of edges with strictly increasing labels that denote…
This article surveys recent advancements of strategy designs for persistent robotic surveillance tasks with the focus on stochastic approaches. The problem describes how mobile robots stochastically patrol a graph in an efficient way where…
We study the problem of generating a sample from the stationary distribution of a Markov chain, given a method to simulate the chain. We give an approximation algorithm for the case of a random walk on a regular graph with n vertices that…
Random walks are a fundamental model in applied mathematics and are a common example of a Markov chain. The limiting stationary distribution of the Markov chain represents the fraction of the time spent in each state during the stochastic…
This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…
This paper is a survey of various proofs of the so called {\em fundamental theorem of Markov chains}: every ergodic Markov chain has a unique positive stationary distribution and the chain attains this distribution in the limit independent…
In this work, we provide faster algorithms for approximating the optimal transport distance, e.g. earth mover's distance, between two discrete probability distributions $\mu, \nu \in \Delta^n$. Given a cost function $C : [n] \times [n] \to…
We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…
Let $G$ be a connected graph with vertex set $V(G)$, and denote by $d_G(u,v)$ the distance from $u$ to $v$ in $G$, for any $u,v \in V(G)$. The average distance of an $n$-vertex connected graph $G$, denoted by $\mu(G)$, is defined to be the…
In this note we describe an application of low-high orders in fault-tolerant network design. Baswana et al. [DISC 2015] study the following reachability problem. We are given a flow graph $G = (V, A)$ with start vertex $s$, and a spanning…
We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating…
In this paper we analyze a single server queue with batch arrivals and semi-Markovian service times. We also include the feature that the first service of each busy period might have a different distribution than subsequent service times.…
We consider the problem of storing segments of encoded versions of content files in a set of base stations located in a communication cell. These base stations work in conjunction with the main base station of the cell. Users move randomly…
We make use of the Open Quantum Random Walk setting due to S. Attal, F. Petruccione, C. Sabot and I. Sinayskiy [J. Stat. Phys. (2012) 147:832-852] in order to discuss hitting times and a quantum version of the Mean Hitting Time Formula from…
We introduce a unified operator-theoretic framework for analyzing mixing times of finite-state ergodic Markov chains that applies to both reversible and non-reversible dynamics. The central object in our analysis is the projected transition…
We construct a bounded degree graph $G$, such that a simple random walk on it is transient but the random walk path (i.e., the subgraph of all the edges the random walk has crossed) has only finitely many cutpoints, almost surely. We also…
We pose a new and intriguing question motivated by distributed computing regarding random walks on graphs: How long does it take for several independent random walks, starting from the same vertex, to cover an entire graph? We study the…
Flow-based methods for sampling and generative modeling use continuous-time dynamical systems to represent a {transport map} that pushes forward a source measure to a target measure. The introduction of a time axis provides considerable…