English

A permuted random walk exits faster

Probability 2013-04-25 v1

Abstract

Let σ\sigma be a permutation of {0,,n}\{0,\ldots,n\}. We consider the Markov chain XX which jumps from k0,nk\neq 0,n to σ(k+1)\sigma(k+1) or σ(k1)\sigma(k-1), equally likely. When XX is at 0 it jumps to either σ(0)\sigma(0) or σ(1)\sigma(1) equally likely, and when XX is at nn it jumps to either σ(n)\sigma(n) or σ(n1)\sigma(n-1), equally likely. We show that the identity permutation maximizes the expected hitting time of n, when the walk starts at 0. More generally, we prove that the hitting time of a random walk on a strongly connected dd-directed graph is maximized when the graph is the line [0,n]Z[0,n]\cap\Z with d2d-2 self-loops at every vertex and d1d-1 self-loops at 0 and nn.

Keywords

Cite

@article{arxiv.1304.6704,
  title  = {A permuted random walk exits faster},
  author = {Richard Pymar and Perla Sousi},
  journal= {arXiv preprint arXiv:1304.6704},
  year   = {2013}
}
R2 v1 2026-06-22T00:05:48.441Z