ترغب بنشر مسار تعليمي؟ اضغط هنا

On the coalescence time of reversible random walks

234   0   0.0 ( 0 )
 نشر من قبل Roberto Imbuzeiro Oliveira
 تاريخ النشر 2010
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

Consider a system of coalescing random walks where each individual performs random walk over a finite graph G, or (more generally) evolves according to some reversible Markov chain generator Q. Let C be the first time at which all walkers have coalesced into a single cluster. C is closely related to the consensus time of the voter model for this G or Q. We prove that the expected value of C is at most a constant multiple of the largest hitting time of an element in the state space. This solves a problem posed by Aldous and Fill and gives sharp bounds in many examples, including all vertex-transitive graphs. We also obtain results on the expected time until only k>1 clusters remain. Our proof tools include a new exponential inequality for the meeting time of a reversible Markov chain and a deterministic trajectory, which we believe to be of independent interest.



قيم البحث

اقرأ أيضاً

We study random walks on the giant component of the ErdH{o}s-Renyi random graph ${cal G}(n,p)$ where $p=lambda/n$ for $lambda>1$ fixed. The mixing time from a worst starting point was shown by Fountoulakis and Reed, and independently by Benjamini, Ko zma and Wormald, to have order $log^2 n$. We prove that starting from a uniform vertex (equivalently, from a fixed vertex conditioned to belong to the giant) both accelerates mixing to $O(log n)$ and concentrates it (the cutoff phenomenon occurs): the typical mixing is at $( u {bf d})^{-1}log n pm (log n)^{1/2+o(1)}$, where $ u$ and ${bf d}$ are the speed of random walk and dimension of harmonic measure on a ${rm Poisson}(lambda)$-Galton-Watson tree. Analogous results are given for graphs with prescribed degree sequences, where cutoff is shown both for the simple and for the non-backtracking random walk.
We prove a conjecture raised by the work of Diaconis and Shahshahani (1981) about the mixing time of random walks on the permutation group induced by a given conjugacy class. To do this we exploit a connection with coalescence and fragmentation proce sses and control the Kantorovitch distance by using a variant of a coupling due to Oded Schramm. Recasting our proof in the language of Ricci curvature, our proof establishes the occurrence of a phase transition, which takes the following form in the case of random transpositions: at time $cn/2$, the curvature is asymptotically zero for $cle 1$ and is strictly positive for $c>1$.
We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and the jump ra te function. For recurrent models we obtain almost sure estimates on effective resistances in finite boxes. For transient models we construct explicit fluxes with finite energy on the associated electrical network.
87 - Jiaoyang Huang 2020
In this paper we study height fluctuations of random lozenge tilings of polygonal domains on the triangular lattice through nonintersecting Bernoulli random walks. For a large class of polygons which have exactly one horizontal upper boundary edge, w e show that these random height functions converge to a Gaussian Free Field as predicted by Kenyon and Okounkov [28]. A key ingredient of our proof is a dynamical version of the discrete loop equations as introduced by Borodin, Guionnet and Gorin [5], which might be of independent interest.
We study a random walk on $mathbb{F}_p$ defined by $X_{n+1}=1/X_n+varepsilon_{n+1}$ if $X_n eq 0$, and $X_{n+1}=varepsilon_{n+1}$ if $X_n=0$, where $varepsilon_{n+1}$ are independent and identically distributed. This can be seen as a non-linear analo gue of the Chung--Diaconis--Graham process. We show that the mixing time is of order $log p$, answering a question of Chatterjee and Diaconis.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا