Related papers: Hitting time of connectedness in the random hyperc…
Quantum speed limits are usually regarded as fundamental restrictions, constraining the amount of computation that can be achieved within some given time and energy. Complementary to this intuition, here we show that these limitations are…
The study of time-inhomogeneous Markov jump processes is a traditional topic within probability theory that has recently attracted substantial attention in various applications. However, their flexibility also incurs a substantial…
We study nonconcentration of hitting times for simple random walk on finite graphs. We prove that, for every connected graph with $n$ vertices, \[ \operatorname{Var}_x(\tau_y)+\mathbb E_x\tau_y \ge \frac{(\mathbb E_x\tau_y)^2}{1+\log n}, \]…
Event-triggered approach to networked control systems is used to reduce the workload of the communication network. For the static output-feedback continuous event-trigger may generate an infinite number of sampling instants in finite time…
For the last ten years, almost every theoretical result concerning the expected run time of a randomized search heuristic used drift theory, making it the arguably most important tool in this domain. Its success is due to its ease of use…
Consider the interchange process on a connected graph $G=(V,E)$ on $n$ vertices. I.e.\ shuffle a deck of cards by first placing one card at each vertex of $G$ in a fixed order and then at each tick of the clock, picking an edge uniformly at…
We design a randomized algorithm that finds a Hamilton cycle in $\mathcal{O}(n)$ time with high probability in a random graph $G_{n,p}$ with edge probability $p\ge C \log n / n$. This closes a gap left open in a seminal paper by Angluin and…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
Let $G(N,p)=(V,E)$ be an Erd\"os-R\'enyi random graph and $(X_n)_{n \in \mathbb{N}}$ be a simple random walk on it. We study the the order of magnitude of $\sum_{i \in V} \pi_ih_{ij} $ where $\pi_i=d_i / 2|E|$ for $d_i$ the number of…
We consider the first hitting times of the Bessel processes. We give explicit expressions for the distribution functions and for the densities by means of the zeros of the Bessel functions. The results extend the classical ones and cover…
Let $Q^d$ be the $d$-dimensional binary hypercube. We form a random subgraph $Q^d_p\subseteq Q^d$ by retaining each edge of $Q^d$ independently with probability $p$. We show that, for every constant $\varepsilon>0$, there exists a constant…
We study hitting times in simple random walks on graphs, which measure the time required to reach specific target vertices. Our main result establishes a sharp lower bound for the variance of hitting times. For a simple random walk on a…
The aim of this paper is to investigate from the numerical point of view the possibility of coupling the Hamilton-Jacobi-Bellman (HJB) equation and Pontryagin's Minimum Principle (PMP) to solve some control problems. A rough approximation…
We prove an explicit formula of hitting times in terms of enumerations of spanning trees for random walks on general connected graphs. We apply the formula to improve Lawler's bound of hitting times for general graphs, prove a sharp bound…
We present an analytical method for computing the mean cover time of a random walk process on arbitrary, complex networks. The cover time is defined as the time a random walker requires to visit every node in the network at least once. This…
We give a short and elementary proof that the first hitting time of a $F_\sigma$ set by the jump process of a c\`{a}dl\`{a}g adapted process is a stopping time.
We study the temporal aspects of quantum tunneling as manifested in time-of-arrival experiments in which the detected particle tunnels through a potential barrier. In particular, we present a general method for constructing temporal…
An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distribution. When convergence to equilibrium is measured by total variation distance, there exists an optimal coupling and a maximal coupling…
We present high statistics data on the distribution of shortest path lengths between two near-by points on the same cluster at the percolation threshold. Our data are based on a new and very efficient algorithm. For $d=2$ they clearly…
We offer an alternative proof, using the Stein-Chen method, of Bollob\'{a}s' theorem concerning the distribution of the extreme degrees of a random graph. Our proof also provides a rate of convergence of the extreme degree to its asymptotic…