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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 provide an explicit formula for the global mean first-passage time (GMFPT) for random walks in a general graph with a perfect trap fixed at an arbitrary node, where GMFPT is the average of mean first-passage time to the trap over all…

Statistical Mechanics · Physics 2012-09-28 Yuan Lin , Alafate Julaiti , Zhongzhi Zhang

Random walks on expanders play a crucial role in Markov Chain Monte Carlo algorithms, derandomization, graph theory, and distributed computing. A desirable property is that they are rapidly mixing, which is equivalent to having a spectral…

Probability · Mathematics 2024-12-18 Sam Olesker-Taylor , Thomas Sauerwald , John Sylvester

Let $x_1,\dots,x_{n}$ be a fixed sequence of real numbers. At each stage, pick $k$ integers $\{I_{i}\}_{1\leq i \leq k}$ uniformly at random without replacement and then for each $i \in \{1,2,\dots,k\}$ replace $x_{I_i}$ by…

Probability · Mathematics 2026-02-18 Rohit Chaudhuri

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

Starting from an n-by-n matrix of zeros, choose uniformly random zero entries and change them to ones, one-at-a-time, until the matrix becomes invertible. We show that with probability tending to one as n tends to infinity, this occurs at…

Probability · Mathematics 2018-08-09 Louigi Addario-Berry , Laura Eslava

There is a natural connection between two types of recurrence law: hitting times to shrinking targets, and hitting times to a fixed target (usually seen as escape through a hole). We show that for systems which mix exponentially fast, one…

Dynamical Systems · Mathematics 2018-01-08 Henk Bruin , Mark F. Demers , Mike Todd

We introduce a general class of random walks on the $N$-hypercube, study cut-off for the mixing time, and provide several types of representation for the transition probabilities. We observe that for a sub-class of these processes with long…

Probability · Mathematics 2020-02-24 Andrea Collevecchio , Robert Griffiths

Recently, random walks on dynamic graphs have been studied because of their adaptivity to the time-varying structure of real-world networks. In general, there is a tremendous gap between static and dynamic graph settings for the lazy simple…

Discrete Mathematics · Computer Science 2022-01-19 Nobutaka Shimizu , Takeharu Shiraga

We consider the generalised PageRank walk on a digraph $G$, with refresh probability $\alpha$ and resampling distribution $\lambda$. We analyse convergence to stationarity when $G$ is a large sparse random digraph with given degree…

Probability · Mathematics 2021-02-02 Pietro Caputo , Matteo Quattropani

We provide a coupling proof that the transposition shuffle on a deck of n cards is mixing of rate Cn(log{n}) with a moderate constant, C. This rate was determined by Diaconis and Shahshahani, but the question of a natural probabilistic…

Probability · Mathematics 2011-09-16 Robert Burton , Yevgeniy Kovchegov

Consider a string of $n$ positions, i.e. a discrete string of length $n$. Units of length $k$ are placed at random on this string in such a way that they do not overlap, and as often as possible, i.e. until all spacings between neighboring…

Probability · Mathematics 2007-05-23 Chris A. J. Klaassen , J. Theo Runnenburg

The theory of rapid mixing random walks plays a fundamental role in the study of modern randomised algorithms. Usually, the mixing time is measured with respect to the worst initial position. It is well known that the presence of…

Probability · Mathematics 2024-01-30 Alberto Espuny Díaz , Patrick Morris , Guillem Perarnau , Oriol Serra

In this paper, we propose a new Markov chain which generalizes random-to-random shuffling on permutations to random-to-random shuffling on linear extensions of a finite poset of size $n$. We conjecture that the second largest eigenvalue of…

Probability · Mathematics 2017-03-01 Arvind Ayyer , Anne Schilling , Nicolas M. Thiéry

Determining the total variation mixing time of Kac's random walk on the special orthogonal group $\mathrm{SO}(n)$ has been a long-standing open problem. In this paper, we construct a novel non-Markovian coupling for bounding this mixing…

Probability · Mathematics 2016-05-27 Natesh S. Pillai , Aaron Smith

We show that the classical Kac's random walk on $(n-1)$-sphere $S^{n-1}$ starting from the point mass at $e_1$ mixes in $\mathcal{O}(n^5(\log n)^3)$ steps in total variation distance. The main argument uses a truncation of the running…

Probability · Mathematics 2012-09-25 Yunjiang Jiang

The hitting time, h_uv, of a random walk on a finite graph G, is the expected time for the walk to reach vertex v given that it started at vertex u. We present two methods of calculating the hitting time between vertices of finite graphs,…

Probability · Mathematics 2012-08-13 Shravas Rao

Particles labelled $1,...,n$ are initially arranged in increasing order. Subsequently, each pair of neighboring particles that is currently in increasing order swaps according to a Poisson process of rate 1. We analyze the asymptotic…

Probability · Mathematics 2009-09-25 Omer Angel , Alexander Holroyd , Dan Romik

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

Statistical Mechanics · Physics 2011-05-02 S. I. Denisov , H. Kantz

The time it takes a random walker in a lattice to reach the origin from another vertex $x$, has infinite mean. If the walker can restart the walk at $x$ at will, then the minimum expected hitting time $T(x,0)$ (minimized over restarting…

Probability · Mathematics 2010-05-25 Svante Janson , Yuval Peres