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Langevin diffusion processes and their discretizations are often used for sampling from a target density. The most convenient framework for assessing the quality of such a sampling scheme corresponds to smooth and strongly log-concave…

Probability · Mathematics 2018-12-27 Arnak S. Dalalyan , Lionel Riou-Durand

Conventional wisdom in the sampling literature, backed by a popular diffusion scaling limit, suggests that the mixing time of the Metropolis-Adjusted Langevin Algorithm (MALA) scales as $O(d^{1/3})$, where $d$ is the dimension. However, the…

Statistics Theory · Mathematics 2020-12-24 Sinho Chewi , Chen Lu , Kwangjun Ahn , Xiang Cheng , Thibaut Le Gouic , Philippe Rigollet

In this paper, we are concerned with mean hitting time $\langle\mathcal{H}\rangle$ for random walks on recursive growth tree networks that are built based on an arbitrary tree as the seed via implementing various primitive graphic…

Combinatorics · Mathematics 2021-12-10 Fei Ma , Ping Wang

Random walks on the circle group $\mathbb{R}/\mathbb{Z}$ whose elementary steps are lattice variables with span $\alpha \not\in \mathbb{Q}$ or $p/q \in \mathbb{Q}$ taken mod $\mathbb{Z}$ exhibit delicate behavior. In the rational case we…

Probability · Mathematics 2024-02-20 Istvan Berkes , Bence Borda

We study models of continuous time, symmetric, $\Z^d$-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We…

Probability · Mathematics 2007-05-23 L. R. G. Fontes , P. Mathieu

We study the relaxation time in the random walk with jumps. The random walk with jumps combines random walk based sampling with uniform node sampling and improves the performance of network analysis and learning tasks. We derive various…

Probability · Mathematics 2018-05-10 Konstantin Avrachenkov , Ilya Bogdanov

We introduce a set of techniques that allow for efficiently generating many independent random walks in the Massive Parallel Computation (MPC) model with space per machine strongly sublinear in the number of vertices. In this…

Data Structures and Algorithms · Computer Science 2019-11-07 Jakub Łącki , Slobodan Mitrović , Krzysztof Onak , Piotr Sankowski

This work focuses on quantitative representation of transport in systems with quenched disorder. Explicit mapping of the quenched trap model to continuous time random walk is presented. Linear temporal transformation: $t\to…

Statistical Mechanics · Physics 2017-11-22 Stanislav Burov

We study the behavior of random walk on dynamical percolation. In this model, the edges of a graph G are either open or closed and refresh their status at rate \mu\ while at the same time a random walker moves on G at rate 1 but only along…

Probability · Mathematics 2013-08-29 Yuval Peres , Alexandre Stauffer , Jeffrey E. Steif

Random walk based distributed algorithms make use of a token that circulates in the system according to a random walk scheme to achieve their goal. To study their efficiency and compare it to one of the deterministic solutions, one is led…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-07-24 Alain Bui , Devan Sohier

We prove that the well-studied triangulation flip walk on a convex point set mixes in time O(n^3 log^3 n), the first progress since McShine and Tetali's O(n^5 log n) bound in 1997. In the process we give lower and upper bounds of…

Combinatorics · Mathematics 2023-05-05 David Eppstein , Daniel Frishberg

Given a sequence of lattice approximations $D_N\subset\mathbb Z^2$ of a bounded continuum domain $D\subset\mathbb R^2$ with the vertices outside $D_N$ fused together into one boundary vertex $\varrho$, we consider discrete-time simple…

Probability · Mathematics 2024-03-05 Yoshihiro Abe , Marek Biskup , Sangchul Lee

For a random walk in an elliptic i.i.d. random environment in dimension greater than or equal to 4, satisfying the a ballisticity condition slightly weaker than condition (T'), We consider the probability of linear slowdown. We show an…

Probability · Mathematics 2012-07-05 Noam Berger

We consider a one-dimensional simple random walk killed by quenched soft obstacles. The position of the obstacles is drawn according to a renewal process with a power-law increment distribution. In a previous work, we computed the…

Probability · Mathematics 2024-04-17 Julien Poisat , Francois Simenhaus

Let $G$ be a finitely generated group of polynomial volume growth equipped with a word-length $|\cdot|$. The goal of this paper is to develop techniques to study the behavior of random walks driven by symmetric measures $\mu$ such that, for…

Probability · Mathematics 2015-07-14 Laurent Saloff-Coste , Tianyi Zheng

This paper analyzes the meeting time between a pair of pursuer and evader performing random walks on digraphs. The existing bounds on the meeting time usually work only for certain classes of walks and cannot be used to formulate…

Robotics · Computer Science 2019-12-06 Xiaoming Duan , Mishel George , Rushabh Patel , Francesco Bullo

We study the mixing time of random walks on small-world networks modelled as follows: starting with the 2-dimensional periodic grid, each pair of vertices $\{u,v\}$ with distance $d>1$ is added as a "long-range" edge with probability…

Discrete Mathematics · Computer Science 2020-02-27 Martin E. Dyer , Andreas Galanis , Leslie Ann Goldberg , Mark Jerrum , Eric Vigoda

We give a randomized algorithm that samples a nearly uniform Eulerian tour of a directed Eulerian multigraph with $m$ arcs in $\widetilde O(m^{3/2})$ time. The guarantee is worst-case, applies to arbitrary directed Eulerian multigraphs, and…

Data Structures and Algorithms · Computer Science 2026-05-29 Nima Anari

We experimentally study the fundamental problem of computing the volume of a convex polytope given as an intersection of linear inequalities. We implement and evaluate practical randomized algorithms for accurately approximating the…

Computational Geometry · Computer Science 2021-04-26 Ioannis Z. Emiris , Vissarion Fisikopoulos

We consider the random walk on a simple point process on $\Bbb{R}^d$, $d\geq2$, whose jump rates decay exponentially in the $\alpha$-power of jump length. The case $\alpha =1$ corresponds to the phonon-induced variable-range hopping in…

Probability · Mathematics 2009-09-29 Pietro Caputo , Alessandra Faggionato