16,397 research outputs found

### Mixing of the symmetric exclusion processes in terms of the corresponding single-particle random walk

We prove an upper bound for the $\varepsilon$-mixing time of the symmetric
exclusion process on any graph G, with any feasible number of particles. Our
estimate is proportional to $\mathsf{T}_{\mathsf{RW}(G)}\ln(|V|/\varepsilon)$,
where |V| is the number of vertices in G, and $\mathsf{T}_{\mathsf{RW}(G)}$ is
the 1/4-mixing time of the corresponding single-particle random walk. This
bound implies new results for symmetric exclusion on expanders, percolation
clusters, the giant component of the Erdos-Renyi random graph and Poisson point
processes in $\mathbb{R}^d$. Our technical tools include a variant of Morris's
chameleon process.Comment: Published in at http://dx.doi.org/10.1214/11-AOP714 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org

### On the coalescence time of reversible random walks

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.Comment: 29 pages in 11pt font with 3/2 line spacing. v2 has an extra
reference and corrects a minor error in the proof of the last claim. To
appear in Transactions of the AM

### Mean field conditions for coalescing random walks

The main results in this paper are about the full coalescence time
$\mathsf{C}$ of a system of coalescing random walks over a finite graph $G$.
Letting $\mathsf{m}(G)$ denote the mean meeting time of two such walkers, we
give sufficient conditions under which $\mathbf{E}[\mathsf{C}]\approx
2\mathsf{m}(G)$ and $\mathsf{C}/\mathsf{m}(G)$ has approximately the same law
as in the "mean field" setting of a large complete graph. One of our theorems
is that mean field behavior occurs over all vertex-transitive graphs whose
mixing times are much smaller than $\mathsf{m}(G)$; this nearly solves an open
problem of Aldous and Fill and also generalizes results of Cox for discrete
tori in $d\geq2$ dimensions. Other results apply to nonreversible walks and
also generalize previous theorems of Durrett and Cooper et al. Slight
extensions of these results apply to voter model consensus times, which are
related to coalescing random walks via duality. Our main proof ideas are a
strengthening of the usual approximation of hitting times by exponential random
variables, which give results for nonstationary initial states; and a new
general set of conditions under which we can prove that the hitting time of a
union of sets behaves like a minimum of independent exponentials. In
particular, this will show that the first meeting time among $k$ random walkers
has mean \approx\mathsf{m}(G)/\bigl({\matrix{k 2}}\bigr).Comment: Published in at http://dx.doi.org/10.1214/12-AOP813 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org

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