Decomposing correlated random walks on common and counter movements

Green function estimates and their applications to the intersections of symmetric random walks

Asymptotic medians of random permutations sampled from reversal random walks

Consider two independent random walks. By chance, there will be spells of association between them where the two processes move in the same direction, or in opposite direction. We compute the probabilities of the length of the longest spell of such random association for a given sample size, and discuss measures like mean and mode of the exact distributions. We observe that long spells (relative to small sample sizes) of random association occur frequently, which explains why nonsense correlation between short independent random walks is the rule rather than the exception. The exact figures are compared with approximations. Our finite sample analysis as well as the approximations rely on two older results popularized by Révész (Stat Pap 31:95–101, 1990, Statistical Papers). Moreover, we consider spells of association between correlated random walks. Approximate probabilities are compared with finite sample Monte Carlo results.

Comment

We focus on the problem of performing random walks efficiently in a distributed network. Given bandwidth constraints, the goal is to minimize the number of rounds required to obtain a random walk sample. We first present a fast sublinear time distributed algorithm for performing random walks whose time complexity is sublinear in the length of the walk. Our algorithm performs a random walk of length l in Õ(√l D) rounds (with high probability) on an undirected network, where D is the diameter of the network. This improves over the previous best algorithm that ran in Õ(l2/3D1/3) rounds (Das Sarma et al., PODC 2009). We further extend our algorithms to efficiently perform k independent random walks in Õ(√kl D + k) rounds. We then show that there is a fundamental difficulty in improving the dependence on l any further by proving a lower bound of Ω(√l/log l + D) under a general model of distributed random walk algorithms. Our random walk algorithms are useful in speeding up distributed algorithms for a variety of applications that use random walks as a subroutine. We present two main applications. First, we give a fast distributed algorithm for computing a random spanning tree (RST) in an arbitrary (undirected) network which runs in Õ(√mD) rounds (with high probability; here m is the number of edges). Our second application is a fast decentralized algorithm for estimating mixing time and related parameters of the underlying network. Our algorithm is fully decentralized and can serve as a building block in the design of topologically-aware networks.

We introduce a set of techniques that allow for efficiently generating many independent random walks in the Massively Parallel Computation (MPC) model with space per machine strongly sublinear in the number of vertices. In this space-per-machine regime, many natural approaches to graph problems struggle to overcome the Θ(log n) MPC round complexity barrier, where n is the number of vertices. Our techniques enable achieving this for PageRank—one of the most important applications of random walks—even in more challenging directed graphs, as well as for approximate bipartiteness and expansion testing. In the undirected case, we start our random walks from the stationary distribution, which implies that we approximately know the empirical distribution of their next steps. This allows for preparing continuations of random walks in advance and applying a doubling approach. As a result we can generate multiple random walks of length l in Θ(log l) rounds on MPC. Moreover, we show that under the popular 1-vs.-2-Cycles conjecture, this round complexity is asymptotically tight. For directed graphs, our approach stems from our treatment of the PageRank Markov chain. We first compute the PageRank for the undirected version of the input graph and then slowly transition towards the directed case, considering convex combinations of the transition matrices in the process. For PageRank, we achieve the following round complexities for damping factor equal to 1 − є: in O(log log n + log 1 / є) rounds for undirected graphs (with O(m / є2) total space), in O(log2 log n + log2 1/є) rounds for directed graphs (with O((m+n 1+o(1)) / poly(є)) total space). The round complexity of our result for computing PageRank has only logarithmic dependence on 1/є. We use this to show that our PageRank algorithm can be used to construct directed length-l random walks in O(log2 log n + log2 l) rounds with O((m+n 1+o(1)) poly(l)) total space. More specifically, by setting є = Θ(1 / l), a length-l PageRank walk with constant probability contains no random jump, and hence is a directed random walk.

Multiparticle trapping problem in the half-line

The set of visited sites and the number of visited sites are two basic properties of the random walk trajectory. We consider two independent random walks on hyper-cubic lattices and study ordering probabilities associated with these characteristics. The first is the probability that during the time interval (0, t), the number of sites visited by a walker never exceeds that of another walker. The second is the probability that the sites visited by a walker remain a subset of the sites visited by another walker. Using numerical simulations, we investigate the leading asymptotic behaviors of the ordering probabilities in spatial dimensions d = 1, 2, 3, 4. We also study the time evolution of the number of ties between the number of visited sites. We show analytically that the average number of ties increases as a 1 ln t with a 1 = 0.970 508 in one dimension and as (ln t)2 in two dimensions.

The set of visited sites and the number of visited sites are two basic properties of the random walk trajectory. We consider two independent random walks on a hyper-cubic lattice and study ordering probabilities associated with these characteristics. The first is the probability that during the time interval (0,t), the number of sites visited by a walker never exceeds that of another walker. The second is the probability that the sites visited by a walker remain a subset of the sites visited by another walker. Using numerical simulations, we investigate the leading asymptotic behaviors of the ordering probabilities in spatial dimensions d=1,2,3,4. We also study the evolution of the number of ties between the number of visited sites. We show analytically that the average number of ties increases as $a_1\ln t$ with $a_1=0.970508$ in one dimension and as $(\ln t)^2$ in two dimensions.

Maxima of branching random walks vs. independent random walks

Various graph algorithms have been developed with multiple random walks, the movement of several independent random walkers on a graph. Designing an efficient graph algorithm based on multiple random walks requires investigating multiple random walks theoretically to attain a deep understanding of their characteristics. The first meeting time is one of the important metrics for multiple random walks. The first meeting time on a graph is defined by the time it takes for multiple random walkers to meet at the same node in a graph. This time is closely related to the rendezvous problem, a fundamental problem in computer science. The first meeting time of multiple random walks has been analyzed previously, but many of these analyses focused on regular graphs. In this paper, we analyze the first meeting time of multiple random walks in arbitrary graphs and clarify the effects of graph structures on expected values. First, we derive the spectral formula of the expected first meeting time on the basis of spectral graph theory. Then, we examine the principal component of the expected first meeting time using the derived spectral formula. The clarified principal component reveals that (a) the expected first meeting time is almost dominated by $n/(1+d_{\rm std}^2/d_{\rmavg}^2)$ and (b) the expected first meeting time is independent of the starting nodes of random walkers, where n is the number of nodes of the graph. davg and dstd are the average and the standard deviation of weighted node degrees, respectively. Characteristic (a) is useful for understanding the effect of the graph structure on the first meeting time. According to the revealed effect of graph structures, the variance of the coefficient dstd/davg (degree heterogeneity) for weighted degrees facilitates the meeting of random walkers.

We pose a new and intriguing question motivated by distributed computing regarding random walks on graphs: How long does it take for several independent random walks, starting from the same vertex, to cover an entire graph? We study thecover time– the expected time required to visit every node in a graph at least once – and we show that for a large collection of interesting graphs, running many random walks in parallel yields a speed-up in the cover time that is linear in the number of parallel walks. We demonstrate that an exponential speed-up is sometimes possible, but that some natural graphs allow only a logarithmic speed-up. A problem related to ours (in which the walks start from some probabilistic distribution on vertices) was previously studied in the context of space efficient algorithms for undirecteds–tconnectivity and our results yield, in certain cases, an improvement upon some of the earlier bounds.

Tight bounds for the cover time of multiple random walks

Large deviations for self-intersection local times of stable random walks

In this paper, we study the problem of data gathering with compressive sensing (CS) in wireless sensor networks (WSNs). Unlike the conventional approaches, which require uniform sampling in the traditional CS theory, we propose a random walk algorithm for data gathering in WSNs. However, such an approach will conform to path constraints in networks and result in the non-uniform selection of measurements. It is still unknown whether such a non-uniform method can be used for CS to recover sparse signals in WSNs. In this paper, from the perspectives of CS theory and graph theory, we provide mathematical foundations to allow random measurements to be collected in a random walk based manner. We find that the random matrix constructed from our random walk algorithm can satisfy the expansion property of expander graphs. The theoretical analysis shows that a k-sparse signal can be recovered using `1 minimization decoding algorithm when it takes m = O(k log(n=k)) independent random walks with the length of each walk t = O(n=k) in a random geometric network with n nodes. We also carry out simulations to demonstrate the effectiveness of the proposed scheme. Simulation results show that our proposed scheme can significantly reduce communication cost compared to the conventional schemes using dense random projections and sparse random projections, indicating that our scheme can be a more practical alternative for data gathering applications in WSNs.