scholarly journals Random cover times using the Poisson cylinder process

Author(s):  
Erik I. Broman ◽  
Filipe Mussini
Keyword(s):  
2016 ◽  
Vol 167 (1-2) ◽  
pp. 461-552 ◽  
Author(s):  
David Belius ◽  
Nicola Kistler
Keyword(s):  

2000 ◽  
Vol 32 (01) ◽  
pp. 177-192 ◽  
Author(s):  
K. S. Chong ◽  
Richard Cowan ◽  
Lars Holst

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.


Author(s):  
Ido Tishby ◽  
Ofer Biham ◽  
Eytan Katzav

Abstract We present analytical results for the distribution of cover times of random walks (RWs) on random regular graphs consisting of N nodes of degree c (c ≥ 3). Starting from a random initial node at time t = 1, at each time step t ≥ 2 an RW hops into a random neighbor of its previous node. In some of the time steps the RW may visit a new, yet-unvisited node, while in other time steps it may revisit a node that has already been visited before. The cover time TCis the number of time steps required for the RW to visit every single node in the network at least once. We derive a master equation for the distribution Pt(S = s) of the number of distinct nodes s visited by an RW up to time t and solve it analytically. Inserting s = N we obtain the cumulative distribution of cover times, namely the probability P (TC ≤ t) = Pt(S = N) that up to time t an RW will visit all the N nodes in the network. Taking the large network limit, we show that P (TC ≤ t) converges to a Gumbel distribution. We calculate the distribution of partial cover (PC) times P (TPC,k = t), which is the probability that at time t an RW will complete visiting k distinct nodes. We also calculate the distribution of random cover (RC) times P (TRC,k = t), which is the probability that at time t an RW will complete visiting all the nodes in a subgraph of k randomly pre-selected nodes at least once. The analytical results for the distributions of cover times are found to be in very good agreement with the results obtained from computer simulations.


Sign in / Sign up

Export Citation Format

Share Document