Random Walks and the Regeneration Time

Andrew Beveridge, L. Lovász

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

Consider a graph G and a random walk on it. We want to stop the random walk at certain times (using an optimal stopping rule) to obtain independent samples from a given distribution ρ on the nodes. For an undirected graph, the expected time between consecutive samples is maximized by a distribution equally divided between two nodes, and so the worst expected time is 1/4 of the maximum commute time between two nodes. In the directed case, the expected time for this distribution is within a factor of 2 of the maximum.

Original languageEnglish
Pages (from-to)57-62
Number of pages6
JournalJournal of Graph Theory
Volume29
Issue number2
Publication statusPublished - Oct 1998

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Regeneration
Random walk
Vertex of a graph
Optimal Stopping Rule
Commute
Undirected Graph
Consecutive
Graph in graph theory

Keywords

  • Commute time
  • Random walk

ASJC Scopus subject areas

  • Mathematics(all)

Cite this

Random Walks and the Regeneration Time. / Beveridge, Andrew; Lovász, L.

In: Journal of Graph Theory, Vol. 29, No. 2, 10.1998, p. 57-62.

Research output: Contribution to journalArticle

Beveridge, A & Lovász, L 1998, 'Random Walks and the Regeneration Time', Journal of Graph Theory, vol. 29, no. 2, pp. 57-62.
Beveridge, Andrew ; Lovász, L. / Random Walks and the Regeneration Time. In: Journal of Graph Theory. 1998 ; Vol. 29, No. 2. pp. 57-62.
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