The Hitting Time of Multiple Random Walks

Abstract

This work provides generalized notions and analysis methods for the hitting time of random walks on graphs. The hitting time, also known as the Kemeny constant or the mean first passage time, of a random walk is widely studied; however, only limited work is available for the multiple random walker scenario. In this work we provide a novel method for calculating the hitting time for a single random walker as well as the first analytic expression for calculating the hitting time for multiple random walkers, which we denote as the group hitting time. We also provide a closed form solution for calculating the hitting time between specified nodes for both the single and multiple random walker cases. Our results allow for the multiple random walks to be different and, moreover, for the random walks to operate on different subgraphs. Finally, using sequential quadratic programming, we show that the combination of transition matrices that generate the minimal group hitting time for various graph topologies is oft...