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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…

Numerical Analysis · Computer Science 2018-01-08 Austin R. Benson , David F. Gleich , Lek-Heng Lim

Random walks process on networks plays a fundamental role in understanding the importance of nodes and the similarity of them, which has been widely applied in PageRank, information retrieval, and community detection, etc. Individual's…

Physics and Society · Physics 2021-01-13 Bing Wang , Hongjuan Zeng , Yuexing Han

We introduce weighted Markovian graphs, a random walk model that decouples the transition dynamics of a Markov chain from (random) edge weights representing the cost of traversing each edge. This decoupling allows us to study the…

Optimization and Control · Mathematics 2026-03-30 Thao Le , Robbert van der Burg , Bernd Heidergott , Ines Lindner , Alessandro Zocca

Random walks find applications in many areas of science and are the heart of essential network analytic tools. When defined on temporal networks, even basic random walk models may exhibit a rich spectrum of behaviours, due to the…

Physics and Society · Physics 2019-11-11 Julien Petit , Renaud Lambiotte , Timoteo Carletti

We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only…

Statistical Mechanics · Physics 2021-11-10 Silvia Bartolucci , Fabio Caccioli , Francesco Caravelli , Pierpaolo Vivo

We investigate random walks on complex networks and derive an exact expression for the mean first passage time (MFPT) between two nodes. We introduce for each node the random walk centrality $C$, which is the ratio between its coordination…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh , Heiko Rieger

We present analytical results for the distribution of first-passage (FP) times of random walks (RWs) on random regular graphs that consist of $N$ nodes of degree $c \ge 3$. Starting from a random initial node at time $t=0$, at each time…

Statistical Mechanics · Physics 2022-11-28 Ido Tishby , Ofer Biham , Eytan Katzav

In this chapter, we consider the problem of a non-Markovian random walker (displaying memory effects) searching for a target. We review an approach that links the first passage statistics to the properties of trajectories followed by the…

Statistical Mechanics · Physics 2024-01-30 Olivier Bénichou , Thomas Guérin , Nicolas Levernier , Raphaël Voituriez

Random walks have been proposed as a simple method of efficiently searching, or disseminating information throughout, communication and sensor networks. In nature, animals (such as ants) tend to follow correlated random walks, i.e., random…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-02-03 Graeme Smith , J. W. Sanders , Qin Li

We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…

Physics and Society · Physics 2024-11-14 Lasko Basnarkov , Miroslav Mirchev , Ljupco Kocarev

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

Statistical Mechanics · Physics 2026-05-25 Henrique S. Lima , Evaldo M. F. Curado

We analyze the dynamics of a population of independent random walkers on a graph and develop a simple model of epidemic spreading. We assume that each walker visits independently the nodes of a finite ergodic graph in a discrete-time…

Physics and Society · Physics 2021-01-19 Michael Bestehorn , Alejandro P. Riascos , Thomas M. Michelitsch , Bernard A. Collet

We study the effect of a resetting point randomly distributed around the origin on the mean first passage time of a Brownian searcher moving in one dimension. We compare the search efficiency with that corresponding to reset to the origin…

Statistical Mechanics · Physics 2024-01-03 Vicenç Mendez , Rosa Flaquer-Galmés , Daniel Campos

Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…

Statistical Mechanics · Physics 2015-06-19 D. Boyer , J. C. R. Romo-Cruz

First passage of stochastic processes under resetting has recently been an active research topic in the field of statistical physics. However, most of previous studies mainly focused on the systems with continuous time and space. In this…

Statistical Mechanics · Physics 2022-08-30 Hanshuang Chen , Guofeng Li , Feng Huang

We consider three kinds of discrete-time arrival processes: transient, intermediate and recurrent, characterized by a finite, possibly finite and infinite number of events, respectively. In this context, we study renewal processes which are…

First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…

Statistical Mechanics · Physics 2023-02-01 Yuta Sakamoto , Takahiro Sakaue

We introduce a general framework, applicable to a broad class of random walks on networks, that quantifies the response of the mean first-passage time to a target node to a local perturbation of the network, both in the context of attacks…

Statistical Mechanics · Physics 2011-03-28 Vincent Tejedor , Olivier Bénichou , Raphael Voituriez , Michel Moreau

In this paper we study the dynamics of nonlinear random walks. While typical random walks on networks consist of standard Markov chains whose static transition probabilities dictate the flow of random walkers through the network, nonlinear…

Pattern Formation and Solitons · Physics 2019-02-25 Per Sebastian Skardal , Sabina Adhikari

Strongly non-Markovian random walks offer a promising modeling framework for understanding animal and human mobility, yet, few analytical results are available for these processes. Here we solve exactly a model with long range memory where…

Statistical Mechanics · Physics 2015-06-19 Denis Boyer , Citlali Solis-Salas