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We introduce a Markov chain for sampling from the uniform distribution on a Riemannian manifold $\mathcal{M}$, which we call the $\textit{geodesic walk}$. We prove that the mixing time of this walk on any manifold with positive sectional…

Probability · Mathematics 2017-11-28 Oren Mangoubi , Aaron Smith

Subordinating a random walk to a renewal process yields a continuous time random walk (CTRW) model for diffusion, including the possibility of anomalous diffusion. Transition densities of scaling limits of power law CTRWs have been shown to…

Probability · Mathematics 2010-05-14 Peter Straka , Bruce Ian Henry

Quantum walks on graphs have been shown in certain cases to mix quadratically faster than their classical counterparts. Lifted Markov chains, consisting of a Markov chain on an extended state space which is projected back down to the…

Quantum Physics · Physics 2018-03-22 Danial Dervovic

Analyzing the mixing time of random walks is a well-studied problem with applications in random sampling and more recently in graph partitioning. In this work, we present new analysis of random walks and evolving sets using more…

Data Structures and Algorithms · Computer Science 2015-07-09 Siu On Chan , Tsz Chiu Kwok , Lap Chi Lau

We focus on the study of dynamics of two kinds of random walk: generic random walk (GRW) and maximal entropy random walk (MERW) on two model networks: Cayley trees and ladder graphs. The stationary probability distribution for MERW is given…

Statistical Mechanics · Physics 2012-06-01 Jeremi K. Ochab

We show bounds on total variation and $L^{\infty}$ mixing times, spectral gap and magnitudes of the complex valued eigenvalues of a general (non-reversible non-lazy) Markov chain with a minor expansion property. This leads to the first…

Combinatorics · Mathematics 2009-04-03 Ravi Montenegro

For a continuous-time catalytic branching random walk (CBRW) on Z, with an arbitrary finite number of catalysts, we study the asymptotic behavior of position of the rightmost particle when time tends to infinity. The mild requirements…

Probability · Mathematics 2020-07-14 Ekaterina Vl. Bulinskaya

For any given vertices $u$ and $v$ in a graph, the hitting time of a random walk on a finite graph is the number of steps it takes for a random walk to reach vertex $v$ starting at vertex $u$. The expected value of the hitting time is the…

Combinatorics · Mathematics 2026-05-13 Aida Abiad , Yusaku Nishimura

We prove an upper bound for the $\varepsilon$-mixing time of the symmetric exclusion process on any graph G, with any feasible number of particles. Our estimate is proportional to $\mathsf{T}_{\mathsf{RW}(G)}\ln(|V|/\varepsilon)$, where |V|…

Probability · Mathematics 2013-03-18 Roberto Imbuzeiro Oliveira

This paper introduces the Attracting Random Walks model, which describes the dynamics of a system of particles on a graph with $n$ vertices. At each step, a single particle moves to an adjacent vertex (or stays at the current one) with…

Probability · Mathematics 2020-06-01 Julia Gaudio , Yury Polyanskiy

We consider the problem of estimating the expected time to find a maximum degree node on a graph using a (parameterized) biased random walk. For assortative graphs the positive degree correlation serves as a local gradient for which a bias…

Social and Information Networks · Computer Science 2016-02-26 Jonathan Stokes , Steven Weber

The problem of sampling from the stationary distribution of a Markov chain finds widespread applications in a variety of fields. The time required for a Markov chain to converge to its stationary distribution is known as the classical…

Quantum Physics · Physics 2022-09-14 Shantanav Chakraborty , Kyle Luh , Jérémie Roland

Given an irreducible discrete-time Markov chain on a finite state space, we consider the largest expected hitting time $T(\alpha)$ of a set of stationary measure at least $\alpha$ for $\alpha\in(0,1)$. We obtain tight inequalities among the…

Probability · Mathematics 2015-10-29 Simon Griffiths , Ross J. Kang , Roberto Imbuzeiro Oliveira , Viresh Patel

Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…

Probability · Mathematics 2014-07-25 Mark M. Meerschaert , Peter Straka

Let $(X_t)_{t = 0 }^{\infty}$ be an irreducible reversible discrete time Markov chain on a finite state space $\Omega $. Denote its transition matrix by $P$. To avoid periodicity issues (and thus ensuring convergence to equilibrium) one…

Probability · Mathematics 2018-01-29 Jonathan Hermon , Yuval Peres

It is natural to expect that nonbacktracking random walk will mix faster than simple random walks, but so far this has only been proved in regular graphs. To analyze typical irregular graphs, let $G$ be a random graph on $n$ vertices with…

Probability · Mathematics 2018-05-07 Anna Ben-Hamou , Eyal Lubetzky , Yuval Peres

The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a…

Statistical Mechanics · Physics 2009-11-11 Golan Bel , Eli Barkai

We consider the simple exclusion process with $k$ particles on a segment of length $N$ performing random walks with transition $p>1/2$ to the right and $q=1-p$ to the left. We focus on the case where the asymmetry in the jump rates…

Probability · Mathematics 2018-06-01 C. Labbé , H. Lacoin

We study the problem of searching for a fixed path $\epsilon_0\epsilon_1\cdots\epsilon_l$ on a network through random walks. We analyze the first hitting time of tracking the path, and obtain exact expression of mean first hitting time…

Disordered Systems and Neural Networks · Physics 2010-07-13 Shao-Ping Wang , Wen-Jiang Pei

We investigate the hitting times of random walks on graphs, where a hitting time is defined as the number of steps required for a random walker to move from one node to another. While much of the existing literature focuses on calculating…

Probability · Mathematics 2025-11-10 Anuraag Kumar