scholarly journals Hitting times, commute times, and cover times for random walks on random hypergraphs

2019 ◽  
Vol 154 ◽  
pp. 108535 ◽  
Author(s):  
Amine Helali ◽  
Matthias Löwe
Keyword(s):  
Random Walks ◽  
Hitting Times ◽  
Cover Times ◽  
Random Hypergraphs

The ruin problem and cover times of asymmetric random walks and Brownian motions

2000 ◽  
Vol 32 (01) ◽  
pp. 177-192 ◽  
Author(s):  
K. S. Chong ◽  
Richard Cowan ◽  
Lars Holst
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Random Walks ◽  
Cover Time ◽  
Brownian Motions ◽  
Brownian Motion With Drift ◽  
And Brownian Motion ◽  
Cover Times ◽  
Ruin Problem

A simple asymmetric random walk on the integers is stopped when its range is of a given length. When and where is it stopped? Analogous questions can be stated for a Brownian motion. Such problems are studied using results for the classical ruin problem, yielding results for the cover time and the range, both for asymmetric random walks and Brownian motion with drift.

On a Result of Aleliunas et al. Concerning Random Walks on Graphs

1990 ◽  
Vol 4 (4) ◽  
pp. 489-492 ◽  
Author(s):  
José Luis Palacios
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Simple Proof ◽  
Hitting Times ◽  
Initial State ◽  
Random Walks On Graphs ◽  
Minimum Number

Aleliunas et al. [3] proved that for a random walk on a connected raph G = (V, E) on N vertices, the expected minimum number of steps to visit all vertices is bounded by 2|E|(N - 1), regardless of the initial state. We give here a simple proof of that result through an equality involving hitting times of vertices that can be extended to an inequality for hitting times of edges, thus obtaining a bound for the expected minimum number of steps to visit all edges exactly once in each direction.

Expected hitting times for random walks on weak products of graphs

1999 ◽  
Vol 43 (1) ◽  
pp. 33-39 ◽  
Author(s):  
Bárbara González-Arévalo ◽  
José Luis Palacios
Keyword(s):  
Random Walks ◽  
Hitting Times

On overshoots and hitting times for random walks

1999 ◽  
Vol 36 (2) ◽  
pp. 593-600
Author(s):  
Jean Bertoin
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Hitting Time ◽  
Hitting Times ◽  
First Hitting Time ◽  
Fixed Integer ◽  
Ladder Heights ◽  
Regenerative Sets

Consider an oscillating integer valued random walk up to the first hitting time of some fixed integer x > 0. Suppose there is a fee to be paid each time the random walk crosses the level x, and that the amount corresponds to the overshoot. We determine the distribution of the sum of these fees in terms of the renewal functions of the ascending and descending ladder heights. The proof is based on the observation that some path transformation of the random walk enables us to translate the problem in terms of the intersection of certain regenerative sets.

scholarly journals Hitting Times of Walks on Graphs through Voltages

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
José Luis Palacios ◽  
Eduardo Gómez ◽  
Miguel Del Río
Keyword(s):  
Markov Chains ◽  
Random Walks ◽  
Hitting Times ◽  
Reciprocity Principle ◽  
Triangular Inequality ◽  
Random Walks On Graphs ◽  
Necklace Graph

We derive formulas for the expected hitting times of general random walks on graphs, in terms of voltages, with very elementary electric means. Under this new light we revise bounds and hitting times for birth-and-death Markov chains and for walks on graphs with cutpoints, and give some exact computations on the necklace graph. We also prove Tetali’s formula for hitting times without making use of the reciprocity principle. In fact this principle follows as a corollary of our argument that also yields as corollaries the triangular inequality for effective resistances and the reversibility of the sum of hitting times around a tour.

Exponential martingales and Wald's formulas for two-queue networks

1986 ◽  
Vol 23 (3) ◽  
pp. 812-819 ◽  
Author(s):  
François Baccelli
Keyword(s):  
Random Walks ◽  
Practical Interest ◽  
Hitting Times ◽  
Functional Relations ◽  
Exponential Martingale ◽  
Number Of Customers

An exponential martingale is defined for a class of random walks in the positive quarter lattice which are associated with a wide variety of Markovian two-queue networks. Balance formulas generalizing Wald's exponential identity are derived from the regularity of several types of hitting times with respect to this martingale. In a queuing context, these formulas can be interpreted as functional relations of practical interest between the number of customers at certain epochs and the utilization of the queues up to these epochs.

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