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A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…

Probability · Mathematics 2017-08-31 Xinwei Bai , Jasper Goseling

We consider random walks in which the walk originates in one set of nodes and then continues until it reaches one or more nodes in a target set. The time required for the walk to reach the target set is of interest in understanding the…

Systems and Control · Computer Science 2019-01-11 Andrew Clark , Basel Alomair , Linda Bushnell , Radha Poovendran

A short proof of the equivalence of the recurrence of non-backtracking random walk and that of simple random walk on regular infinite graphs is given. It is then shown how this proof can be extended in certain cases where the graph in…

Probability · Mathematics 2019-05-21 Paul Jung , Greg Markowsky

For a finite undirected graph $G = (V,E)$, let $p_{u,v}(t)$ denote the probability that a continuous-time random walk starting at vertex $u$ is in $v$ at time $t$. In this note we give an example of a Cayley graph $G$ and two vertices $u,v…

Probability · Mathematics 2015-12-15 Oded Regev , Igor Shinkar

This paper considers non-backtracking random walks on random graphs generated according to the configuration model. The quantity of interest is the scaling of the mixing time of the random walk as the number of vertices of the random graph…

Probability · Mathematics 2022-09-15 Luca Avena , Hakan Güldaş , Remco van der Hofstad , Frank den Hollander , Oliver Nagy

In this paper, the question of expected time to convergence is addressed for unbiased quantized consensus on undirected connected graphs, and some strong results are obtained. The paper first provides a tight expression for the expected…

Systems and Control · Computer Science 2016-11-18 Seyed Rasoul Etesami , Tamer Basar

A survey is presented of known results concerning simple random walk on the class of distance-regular graphs. One of the highlights is that electric resistance and hitting times between points can be explicitly calculated and given strong…

Probability · Mathematics 2013-01-29 Greg Markowsky

Hitting times are the average time it takes a walk to reach a given final vertex from a given starting vertex. The hitting time for a classical random walk on a connected graph will always be finite. We show that, by contrast, quantum walks…

Quantum Physics · Physics 2009-11-13 Hari Krovi , Todd A. Brun

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

We compute the mixing rate of a non-backtracking random walk on a regular expander. Using some properties of Chebyshev polynomials of the second kind, we show that this rate may be up to twice as fast as the mixing rate of the simple random…

Probability · Mathematics 2011-06-27 Noga Alon , Itai Benjamini , Eyal Lubetzky , Sasha Sodin

Coalescing random walks is a fundamental stochastic process, where a set of particles perform independent discrete-time random walks on an undirected graph. Whenever two or more particles meet at a given node, they merge and continue as a…

Discrete Mathematics · Computer Science 2018-11-05 Varun Kanade , Frederik Mallmann-Trenn , Thomas Sauerwald

We study the entropy of the distribution of the set R_n of vertices visited by a simple random walk on a graph with bounded degrees in its first n steps. It is shown that this quantity grows linearly in the expected size of R_n if the graph…

Probability · Mathematics 2010-07-13 David Windisch

We study a simple random process in which vertices of a connected graph reach consensus through pairwise interactions. We compute outcome probabilities, which do not depend on the graph structure, and consider the expected time until a…

Probability · Mathematics 2020-08-12 John Haslegrave , Mate Puljiz

In this article, we develop a theory for understanding the traces left by a random walk in the vicinity of a randomly chosen reference vertex. The analysis is related to interlacements but goes beyond previous research by showing weak limit…

Probability · Mathematics 2024-03-25 Steffen Dereich

A new proof is given for the formula for the expected return time of a random walk on a graph. This proof makes use of known relationships between electric resistance and random walks.

Probability · Mathematics 2016-12-06 Greg Markowsky

In this paper we define direct product of graphs and give a recipe for obtained probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on…

Quantum Physics · Physics 2015-05-13 S. Salimi , M. A. Jafarizadeh

A second-order random walk on a graph or network is a random walk where transition probabilities depend not only on the present node but also on the previous one. A notable example is the non-backtracking random walk, where the walker is…

Probability · Mathematics 2021-12-28 Dario Fasino , Arianna Tonetto , Francesco Tudisco

We study the mixing rate of non-backtracking random walks on graphs by looking at non-backtracking walks as walks on the directed edges of a graph. A result known as Ihara's Theorem relates the adjacency matrix of a graph to a matrix…

Combinatorics · Mathematics 2016-03-18 Mark Kempton

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

We study an inverse problem on a finite connected graph G = (X, E), on whose vertices a conductivity {\gamma} is defined. Our data consists in a sequence of partial observations of a fractional random walk on G. The observations are partial…

Analysis of PDEs · Mathematics 2026-04-13 Giovanni Covi , Matti Lassas
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