Hitting time, access time and optimal transport on graphs
Abstract
Given a discrete source distribution and discrete target distribution on a common finite state space , we are tasked with transporting to using a given discrete-time Markov chain with the quickest possible time on average. We define the optimal transport time as stopping rule of that gives the minimial expected transport time. This is also known as the access time from to of in [L. Lov\'{a}sz and P. Winkler. Efficient Stopping Rules for Markov Chains. Proceedings of the Twenty-seventh Annual ACM Symposium on Theory of Computing (STOC '95) 76-82.]. We study bounds of in various special graphs, which are expressed in terms of the mean hitting times of as well as parameters of and such as their moments. Among the Markov chains that we study, random walks on complete graphs is a good choice for transport as grows linearly in , the size of the state space, while that of the winning streak Markov chain exhibits exponential dependence in .
Keywords
Cite
@article{arxiv.1807.07721,
title = {Hitting time, access time and optimal transport on graphs},
author = {Michael C. H. Choi},
journal= {arXiv preprint arXiv:1807.07721},
year = {2018}
}