A permuted random walk exits faster
Probability
2013-04-25 v1
Abstract
Let be a permutation of . We consider the Markov chain which jumps from to or , equally likely. When is at 0 it jumps to either or equally likely, and when is at it jumps to either or , 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 -directed graph is maximized when the graph is the line with self-loops at every vertex and self-loops at 0 and .
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}
}