Related papers: Stationary hitting times on vertex-transitive grap…
For random walks on graph $\mathcal{G}$ with $n$ vertices and $m$ edges, the mean hitting time $H_j$ from a vertex chosen from the stationary distribution to vertex $j$ measures the importance for $j$, while the Kemeny constant…
We give two lower bounds on the largest order of an arc-transitive graph of diameter two and a given degree.
Whereas classical invariance principles for ergodic Markov chains address the situation in which the time horizon of observations is much larger than the mixing time, the quality of approximation is questionable when this is not the case…
We consider random walks on finite vertex-transitive graphs $\Gamma$ of bounded degree. We find a simple geometric condition which characterises the cover time fluctuations: the suitably normalised cover time converges to a standard Gumbel…
This paper is concerned with a posteriori error bounds for linear transport equations and related questions of contriving corresponding adaptive solution strategies in the context of Discontinuous-Petrov-Galerkin schemes. After indicating…
For the critical Galton--Watson process with geometric offspring distributions we provide sharp barrier estimates for barriers which are (small) perturbations of linear barriers. These are useful in analyzing the cover time of finite graphs…
We develop a systematic matrix-analytic approach, based on intertwinings of Markov semigroups, for proving theorems about hitting-time distributions for finite-state Markov chains -- an approach that (sometimes) deepens understanding of the…
The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributions? Many papers on the subject have shown, roughly, that the…
For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem…
It is known that the average hitting times of simple random walks from any vertex to any other vertex in distance-regular graphs are determined by their intersection array. In this paper, we introduce a new graph classification called…
Large unweighted directed graphs are commonly used to capture relations between entities. A fundamental problem in the analysis of such networks is to properly define the similarity or dissimilarity between any two vertices. Despite the…
Stochastic time-varying optimization is an integral part of learning in which the shape of the function changes over time in a non-deterministic manner. This paper considers multiple models of stochastic time variation and analyzes the…
Upon almost-every realisation of the Brownian continuum random tree (CRT), it is possible to define a canonical diffusion process or `Brownian motion'. The main result of this article establishes that the cover time of the Brownian motion…
We are interested in quasi-stationarity and quasi-ergodicity when the absorbing boundary is moving. First we show that, in the moving boundary case, the quasi-stationary distribution and the quasi-limiting distribution are not well-defined…
We consider a random model for directed graphs whereby an arc is placed from one vertex to another with a prescribed probability which may vary from arc to arc. Using perturbation bounds as well as Chernoff inequalities, we show that the…
Motivated by an old question of Gallai (1966) on the intersection of longest paths in a graph and the well-known conjectures of Lov\'{a}sz (1969) and Thomassen (1978) on the maximum length of paths and cycles in vertex-transitive graphs, we…
Random walks on graphs are an essential primitive for many randomised algorithms and stochastic processes. It is natural to ask how much can be gained by running $k$ multiple random walks independently and in parallel. Although the cover…
A common tool in the practice of Markov Chain Monte Carlo is to use approximating transition kernels to speed up computation when the desired kernel is slow to evaluate or intractable. A limited set of quantitative tools exist to assess the…
We consider irreducible reversible discrete time Markov chains on a finite state space. Mixing times and hitting times are fundamental parameters of the chain. We relate them by showing that the mixing time of the lazy chain is equivalent…
We consider contractive systems whose trajectories evolve on a compact and convex state-space. It is well-known that if the time-varying vector field of the system is periodic then the system admits a unique globally asymptotically stable…