61 research outputs found

    Permuted Random Walk Exits Typically in Linear Time

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    Given a permutation sigma of the integers {-n,-n+1,...,n} we consider the Markov chain X_{sigma}, which jumps from k to sigma (k\pm 1) equally likely if k\neq -n,n. We prove that the expected hitting time of {-n,n} starting from any point is Theta(n) with high probability when sigma is a uniformly chosen permutation. We prove this by showing that with high probability, the digraph of allowed transitions is an Eulerian expander; we then utilize general estimates of hitting times in directed Eulerian expanders.Comment: 15 pages, 2 figure
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