English

Hitting time, access time and optimal transport on graphs

Probability 2018-07-23 v1

Abstract

Given a discrete source distribution μ\mu and discrete target distribution ν\nu on a common finite state space X\mathcal{X}, we are tasked with transporting μ\mu to ν\nu using a given discrete-time Markov chain XX with the quickest possible time on average. We define the optimal transport time H(μ,ν)H(\mu,\nu) as stopping rule of XX that gives the minimial expected transport time. This is also known as the access time from μ\mu to ν\nu of XX 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 H(μ,ν)H(\mu,\nu) in various special graphs, which are expressed in terms of the mean hitting times of XX as well as parameters of μ\mu and ν\nu such as their moments. Among the Markov chains that we study, random walks on complete graphs is a good choice for transport as H(μ,ν)H(\mu,\nu) grows linearly in nn, the size of the state space, while that of the winning streak Markov chain exhibits exponential dependence in nn.

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}
}
R2 v1 2026-06-23T03:08:14.975Z