Random walks on trees

AbstractThe classical gambler's ruin problem, i.e., a random walk along a line may be viewed graph theoretically as a random walk along a path with the endpoints as absorbing states. This paper is an investigation of the natural generalization of this problem to that of a particle walking randomly on a tree with the endpoints as absorbing barriers. Expressions in terms of the graph structure are obtained from the probability of absorption at an endpoint e in a walk originating from a vertex v, as well as for the expected length of the walk

The Best Mixing Time for Random Walks on Trees

We characterize the extremal structures for mixing walks on trees that start from the most advantageous vertex. Let $G=(V,E)$ be a tree with stationary distribution $\pi$. For a vertex $v \in V$, let $H(v,\pi)$ denote the expected length of an optimal stopping rule from $v$ to $\pi$. The \emph{best mixing time} for $G$ is $\min_{v \in V} H(v,\pi)$. We show that among all trees with $|V|=n$, the best mixing time is minimized uniquely by the star. For even $n$, the best mixing time is maximized by the uniquely path. Surprising, for odd $n$, the best mixing time is maximized uniquely by a path of length $n-1$ with a single leaf adjacent to one central vertex.Comment: 25 pages, 7 figures, 3 table

The most visited sites of biased random walks on trees

We consider the slow movement of randomly biased random walk $(X_n)$ on a supercritical Galton--Watson tree, and are interested in the sites on the tree that are most visited by the biased random walk. Our main result implies tightness of the distributions of the most visited sites under the annealed measure. This is in contrast with the one-dimensional case, and provides, to the best of our knowledge, the first non-trivial example of null recurrent random walk whose most visited sites are not transient, a question originally raised by Erd\H{o}s and R\'ev\'esz [11] for simple symmetric random walk on the line.Comment: 17 page