18,183 research outputs found
The simple random walk and max-degree walk on a directed graph
We show bounds on total variation and mixing times, spectral gap
and magnitudes of the complex valued eigenvalues of a general (non-reversible
non-lazy) Markov chain with a minor expansion property. This leads to the first
known bounds for the non-lazy simple and max-degree walks on a (directed)
graph, and even in the lazy case they are the first bounds of the optimal
order. In particular, it is found that within a factor of two or four, the
worst case of each of these mixing time and eigenvalue quantities is a walk on
a cycle with clockwise drift
Random walks in random Dirichlet environment are transient in dimension
We consider random walks in random Dirichlet environment (RWDE) which is a
special type of random walks in random environment where the exit probabilities
at each site are i.i.d. Dirichlet random variables. On , RWDE are
parameterized by a -uplet of positive reals. We prove that for all values
of the parameters, RWDE are transient in dimension . We also prove that
the Green function has some finite moments and we characterize the finite
moments. Our result is more general and applies for example to finitely
generated symmetric transient Cayley graphs. In terms of reinforced random
walks it implies that directed edge reinforced random walks are transient for
.Comment: New version published at PTRF with an analytic proof of lemma
From random walks to distances on unweighted graphs
Large unweighted directed graphs are commonly used to capture relations
between entities. A fundamental problem in the analysis of such networks is to
properly define the similarity or dissimilarity between any two vertices.
Despite the significance of this problem, statistical characterization of the
proposed metrics has been limited. We introduce and develop a class of
techniques for analyzing random walks on graphs using stochastic calculus.
Using these techniques we generalize results on the degeneracy of hitting times
and analyze a metric based on the Laplace transformed hitting time (LTHT). The
metric serves as a natural, provably well-behaved alternative to the expected
hitting time. We establish a general correspondence between hitting times of
the Brownian motion and analogous hitting times on the graph. We show that the
LTHT is consistent with respect to the underlying metric of a geometric graph,
preserves clustering tendency, and remains robust against random addition of
non-geometric edges. Tests on simulated and real-world data show that the LTHT
matches theoretical predictions and outperforms alternatives.Comment: To appear in NIPS 201
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