Evasive random walks and the clairvoyant demon

A pair of random walks (R, S) on the vertices of a graph G is successful if two tokens moving one at a time can be scheduled (moving only one token at a time) to travel along R and S without colliding. We consider questions related to P. Winkler's clairvoyant demon problem, which asks whether for random walks R and S on G, Pr[(R, S)is successful] >0. We introduce the notion of an evasive walk on G: a walk S so that for a random walk R on G, Pr[(R, S)is successful] >0. We characterize graphs G having evasive walks, giving explicit constructions on such G. Also, we show that on a cycle, the tokens must collide quickly with high probability. © 2002 Wiley Periodicals, Inc. Random Struct. Alg. 20: 220–229, 2002     

Fastest mixing Markov chain problem for the union of two cliques

A symmetric, random walk on a graph G can be defined by prescribing weights to the edges in such a way that for each vertex the sum of the weights of the edges incident to the vertex is at most one. The fastest mixing, Markov chain (FMMC) problem for G is to determine the weighting that yields the fastest mixing random walk. We solve the FMMC problem in the case that G is the union of two complete graphs.     

On the recurrence of edge-reinforced random walk on ℤ×G

Let G be a finite tree. It is shown that edge-reinforced random walk on ℤ×G with large initial weights is recurrent. This includes recurrence on multi-level ladders of arbitrary width. For edge-reinforced random walk on {0,1, . . . ,n}×G, it is proved that asymptotically, with high probability, the normalized edge local times decay exponentially in the distance from the starting level. The estimates are uniform in n. They are used in the recurrence proof.     

The homotopical reduction of a nearest neighbor random walk*

Consider a nearest neighbor random walk on a graph G and discard all the segments of its trajectory that are homotopically equivalent to a single point. We prove that if the lift of the random walk to the covering tree of G is transient, then the resulting reduced trajectories induce a Markov chain on the set of oriented edges of G. We study this chain in relation with the original random walk. As an intermediate result, we give a simple proof of the Markovian structure of the harmonic measure on trees.* Supported by Nucleus Millennium Information and Randomness ICM P01-005.     

Maximum hitting time for random walks on graphs

For x and y vertices of a connected graph G, let T_G(x, y) denote the expected time before a random walk starting from x reaches y. We determine, for each n > 0, the n-vertex graph G and vertices x and y for which T_G(x, y) is maximized. the extremal graph consists of a clique on ?(2n + 1)/3?) (or ?)(2_n ? 2)/3?) vertices, including x, to which a path on the remaining vertices, ending in y, has been attached; the expected time T_G(x, y) to reach y from x in this graph is approximately 4_n³/27.     

On the eigenvalues of Cayley graphs on the symmetric group generated by a complete multipartite set of transpositions

Given a finite simple graph G with n vertices, we can construct the Cayley graph on the symmetric group S _n generated by the edges of G, interpreted as transpositions. We show that, if G is complete multipartite, the eigenvalues of the Laplacian of Cay (G) have a simple expression in terms of the irreducible characters of transpositions and of the Littlewood–Richardson coefficients. As a consequence, we can prove that the Laplacians of G and of Cay (G) have the same first nontrivial eigenvalue. This is equivalent to saying that Aldous’s conjecture, asserting that the random walk and the interchange process have the same spectral gap, holds for complete multipartite graphs.     

Hyperbolic and parabolic packings

The contacts graph, or nerve, of a packing, is a combinatorial graph that describes the combinatorics of the packing. LetG be the 1-skeleton of a triangulation of an open disk.G is said to be CP parabolic (resp. CP hyperbolic) if there is a locally finite disk packingP in the plane (resp. the unit disk) with contacts graphG. Several criteria for deciding whetherG is CP parabolic or CP hyperbolic are given, including a necessary and sufficient combinatorial criterion. A criterion in terms of the random walk says that if the random walk onG is recurrent, theG is CP parabolic. Conversely, ifG has bounded valence and the random walk onG is transient, thenG is CP hyperbolic. We also give a new proof thatG is either CP parabolic or CP hyperbolic, but not both. The new proof has the advantage of being applicable to packings of more general shapes. Another new result is that ifG is CP hyperbolic andD is any simply connected proper subdomain of the plane, then there is a disk packingP with contacts graphG such thatP is contained and locally finite inD. Both authors acknowledge support by NSF grants. The first author was also supported by the A. Sloan Research Fellowship.     

Invariant measures and disintegrations with applications to Palm and related kernels

Consider a locally compact group G acting measurably on some spaces S and T. We prove a general representation of G-invariant measures on S and the existence of invariant disintegrations of jointly invariant measures on S × T. The results are applied to Palm and related kernels associated with a stationary random pair (ξ,η), where ξ is a random measure on S and η is a random element in T. An erratum to this article can be found at     

Harmonic renewal measures and bivariate domains of attraction in fluctuation theory

Summary Each probability measure C on a first orthant is associated with a harmonic renewal measure G. Specifically we consider (N, S _N ) the ladder (time, place) of a random walk S _n. Using bivariate G we show that when S ₁ is in a domain of attraction so is (N, S _N). This unifies and generalizes results of Sinai, Rogosin.     

Stopped Markov chains with stationary occupation times

Summary. Let E be a finite set equipped with a group G of bijective transformations and suppose that X is an irreducible Markov chain on E that is equivariant under the action of G. In particular, if E=G with the corresponding transformations being left or right multiplication, then X is a random walk on G. We show that when X is started at a fixed point there is a stopping time U such that the distribution of the random vector of pre-U occupation times is invariant under the action of G. When G acts transitively (that is, E is a homogeneous space), any non-zero, finite expectation stopping time with this property can occur no earlier than the time S of the first return to the starting point after all states have been visited. We obtain an expression for the joint Laplace transform of the pre-S occupation times for an arbitrary finite chain and show that even for random walk on the group of integers mod r the pre-S occupation times do not generally have a group invariant distribution. This appears to contrast with the Brownian analog, as there is considerable support for the conjecture that the field of local times for Brownian motion on the circle prior to the counterpart of S is stationary under circular shifts. Received: 6 December 1995 / In revised form: 11 June 1997     

Coalescent random walks on graphs

Inspired by coalescent theory in biology, we introduce a stochastic model called “multi-person simple random walks” or “coalescent random walks” on a graph G. There are any finite number of persons distributed randomly at the vertices of G. In each step of this discrete time Markov chain, we randomly pick up a person and move it to a random adjacent vertex. To study this model, we introduce the tensor powers of graphs and the tensor products of Markov processes. Then the coalescent random walk on graph G becomes the simple random walk on a tensor power of G. We give estimates of expected number of steps for these persons to meet all together at a specific vertex. For regular graphs, our estimates are exact.     

Large deviations for random walks on Galton–Watson trees: averaging and uncertainty

 In the study of large deviations for random walks in random environment, a key distinction has emerged between quenched asymptotics, conditional on the environment, and annealed asymptotics, obtained from averaging over environments. In this paper we consider a simple random walk {X _n } on a Galton–Watson tree T, i.e., on the family tree arising from a supercritical branching process. Denote by |X _n | the distance between the node X _n and the root of T. Our main result is the almost sure equality of the large deviation rate function for |X _n |/n under the “quenched measure” (conditional upon T), and the rate function for the same ratio under the “annealed measure” (averaging on T according to the Galton–Watson distribution). This equality hinges on a concentration of measure phenomenon for the momentum of the walk. (The momentum at level n, for a specific tree T, is the average, over random walk paths, of the forward drift at the hitting point of that level). This concentration, or certainty, is a consequence of the uncertainty in the location of the hitting point. We also obtain similar results when {X _n } is a λ-biased walk on a Galton–Watson tree, even though in that case there is no known formula for the asymptotic speed. Our arguments rely at several points on a “ubiquity” lemma for Galton–Watson trees, due to Grimmett and Kesten (1984). Received: 15 November 2000 / Revised version: 27 February 2001 / Published online: 19 December 2001     

Random walks in random environments on metric groups

Random walks in random environments on countable metric groups with bounded jumps of the walking particle are considered. The transition probabilities of such a random walk from a pointx εG (whereG is the group in question) are described by a vectorp(x) ε ℝ^|W| (whereW ⊏G is fixed and |W|<∞). The set {p(x),x εG} is assumed to consist of independent identically distributed random vectors. A sufficient condition for this random walk to be transient is found. As an example, the groups ℤ ^d , free groups, and the free product of finitely many cyclic groups of second order are considered. Translated fromMatematicheskie Zametki, Vol. 67, No. 1, pp. 129–135, January, 2000.     

Recurrent random walks on homogeneous spaces of p-adic algebraic groups of polynomial growth

Let G be a p-adic algebraic group of polynomial growth and H be a closed subgroup of G. We prove the growth conjecture for the homogeneous space G/H, that is, G/H supports a recurrent random walk if and only if G/H has polynomial growth of degree atmost two. Received: 23 November 2007     

Notes on growing a tree in a graph

We study the height of a spanning tree T of a graph G obtained by starting with a single vertex of G and repeatedly selecting, uniformly at random, an edge of G with exactly one endpoint in T and adding this edge to T.     

Mixing properties of the generalized T, T-1-process

Consider a general random walk on ℤ^d together with an i.i.d. random coloring of ℤ^d. TheT, T ^-1-process is the one where time is indexed by ℤ, and at each unit of time we see the step taken by the walk together with the color of the newly arrived at location. S. Kalikow proved that ifd = 1 and the random walk is simple, then this process is not Bernoulli. We generalize his result by proving that it is not Bernoulli ind = 2, Bernoulli but not Weak Bernoulli ind = 3 and 4, and Weak Bernoulli ind ≥ 5. These properties are related to the intersection behavior of the past and the future of simple random walk. We obtain similar results for general random walks on ℤ^d, leading to an almost complete classification. For example, ind = 1, if a step of sizex has probability proportional to l/|x|^α (x ⊋ 0), then theT, T ^-1-process is not Bernoulli when α ≥2, Bernoulli but not Weak Bernoulli when 3/2 ≤α < 2, and Weak Bernoulli when 1 < α < 3/2. Research partially carried out while a guest of the Department of Mathematics, Chalmers University of Technology, Sweden in January 1996. Research supported by grants from the Swedish Natural Science Research Council and from the Royal Swedish Academy of Sciences.     

Double ergodicity of the Poisson boundary and applications to bounded cohomology

We prove that the Poisson boundary of any spread out non-degenerate symmetric randomwalk on an arbitrary locally compact second countable group G is doubly $\mathcal{M}$^sep-ergodic with respect to the class $\mathcal{M}$^sep of separable coefficient Banach G-modules. The proof is direct and based on an analogous property of the bilateral Bernoulli shift in the space of increments of the random walk. As a corollary we obtain that any locally compact s-compact group G admits a measure class preserving action which is both amenable and doubly $\mathcal{M}$^sep-ergodic. This generalizes an earlier result of Burger and Monod obtained under the assumption that G is compactly generated and allows one to dispose of this assumption in numerous applications to the theory of bounded cohomology.     

Hitting times for random walks on subdivision and triangulation graphs

Let G be a connected graph. The subdivision graph of G, denoted by S(G), is the graph obtained from G by inserting a new vertex into every edge of G. The triangulation graph of G, denoted by R(G), is the graph obtained from G by adding, for each edge uv, a new vertex whose neighbours are u and v. In this paper, we first provide complete information for the eigenvalues and eigenvectors of the probability transition matrix of a random walk on S(G) (res. R(G)) in terms of those of G. Then we give an explicit formula for the expected hitting time between any two vertices of S(G) (res. R(G)) in terms of those of G. Finally, as applications, we show that, the relations between the resistance distances, the number of spanning trees and the multiplicative degree-Kirchhoff index of S(G) (res. R(G)) and G can all be deduced from our results directly.     

Actions of large semigroups and random walks on isometric extensions of boundaries

Let G be a real algebraic semi-simple group, X an isometric extension of the flag space of G by a compact group C. We assume that G is topologically transitive on X. We consider a closed sub-semigroup T of G and a probability measure μ on T such that T is Zariski-dense in G and the support of μ generates T. We show that there is a finite number of T-invariant minimal subsets in X and these minimal subsets are the supports of the extremal μ-stationary measures on X. We describe the structure of these measures, we show the conditional equidistribution on C of the μ-random walk and we calculate the algebraic hull of the corresponding cocycle. A certain subgroup generated by the “spectrum” of T can be calculated and plays an essential role in the proofs.