scholarly journals On the distribution of random walk hitting times in random trees

2017 ◽  
Author(s):  
Joubert Oosthuizen ◽  
Stephan Wagner
Keyword(s):  
Random Walk ◽  
Random Trees ◽  
Hitting Times

THE SPEED OF RANDOM WALKS ON TREES AND ELECTRIC NETWORKS

2011 ◽  
Vol 26 (1) ◽  
pp. 105-116 ◽  
Author(s):  
Mokhtar Konsowa ◽  
Fahimah Al-Awadhi
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Random Trees ◽  
Hitting Times ◽  
Electric Networks ◽  
Starting Point ◽  
The Way

The speed of the random walk on a tree is the rate of escaping its starting point. It depends on the way that the branching occurs in the sense that if the average number of branching is large, the speed is more likely to be positive. The speed on some models of random trees is calculated via calculating the hitting times of the consecutive levels of the tree.

scholarly journals A Continuous-Time Random Walk Extension of the Gillis Model

Entropy ◽  
2020 ◽  
Vol 22 (12) ◽  
pp. 1431
Author(s):  
Gaia Pozzoli ◽  
Mattia Radice ◽  
Manuele Onofri ◽  
Roberto Artuso
Keyword(s):  
Random Walk ◽  
Continuous Time ◽  
Continuous Time Random Walk ◽  
Hitting Times ◽  
Occupation Times ◽  
Theoretical Predictions ◽  
Normal Diffusion ◽  
Heavy Tailed ◽  
The One ◽  
Waiting Periods

We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional non-homogeneous random walk with a position-dependent drift known in the mathematical literature as Gillis random walk. This modified stochastic process allows to significantly change local, non-local and transport properties in the presence of heavy-tailed waiting-time distributions lacking the first moment: we provide here exact results concerning hitting times, first-time events, survival probabilities, occupation times, the moments spectrum and the statistics of records. Specifically, normal diffusion gives way to subdiffusion and we are witnessing the breaking of ergodicity. Furthermore we also test our theoretical predictions with numerical simulations.

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.

Limiting behaviour of the distributions of the maxima of partial sums of certain random walks

1972 ◽  
Vol 9 (3) ◽  
pp. 572-579 ◽  
Author(s):  
D. J. Emery
Keyword(s):  
Distribution Function ◽  
Random Walk ◽  
Asymptotic Property ◽  
Regular Variation ◽  
Domain Of Attraction ◽  
Hitting Times ◽  
Partial Sums ◽  
Symmetric Distributions ◽  
Stable Law ◽  
Limiting Behaviour

It is shown that, under certain conditions, satisfied by stable distributions, symmetric distributions, distributions with zero mean and finite second moment and other distributions, the distribution function of the maxima of successive partial sums of identically distributed random variables has an asymptotic property. This property implies the regular variation of the tail of the distribution of the hitting times of the associated random walk, and hence that these hitting times belong to the domain of attraction of a stable law.

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.

RANDOM WALKS AND DIMENSIONS OF RANDOM TREES

2010 ◽  
Vol 13 (04) ◽  
pp. 677-689
Author(s):  
MOKHTAR H. KONSOWA
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Random Trees ◽  
The Relationship

We study the relationship between the type of the random walk on some random trees and the structure of those trees in terms of fractal and resistance dimensions. This paper generalizes some results of Refs. 8–10.

scholarly journals On the Moments of Hitting Times for Random Walks on Trees

2009 ◽  
Vol 2009 ◽  
pp. 1-4 ◽  
Author(s):  
José Luis Palacios
Keyword(s):  
Markov Chain ◽  
Random Walk ◽  
Random Walks ◽  
Simple Random Walk ◽  
Hitting Times ◽  
Natural Numbers ◽  
Ergodic Markov Chain

Using classical arguments we derive a formula for the moments of hitting times for an ergodic Markov chain. We apply this formula to the case of simple random walk on trees and show, with an elementary electric argument, that all the moments are natural numbers.

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