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Coalescence of random walks in 3D

The behavior of this model can be inferred from the corresponding continuous-time discrete-space model analyzed in [1]-[4] below. [1] Van den Berg, J., and Harry Kesten. "Asymptotic density in a coale …
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2 votes

Transition matrix for shortest path walk

The formula you write is correct. Your chain is constrained to go from any node to a node that is one step closer to the sink $t$. This can be thought of as a Doob-transform of the space-time chain $( …
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1 vote

Reference Request: Cover time for simple random walk on $n \times n$ torus

The asymptotic cover time result in [1] (see comment 2 above) works for the grid as well as the torus. See comment 2 on page 28 in https://arxiv.org/pdf/math/0107191.pdf . Further refinements are in …
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3 votes

Hitting time for two out of three random walk particles

Expanding the comment above to a complete proof of Noam Elkies' formula: Let $\tau$ be the first meeting time for independent simple random walks $X_t, Y_t$ and $Z_t$ started at the even points $x<y …
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2 votes

Meeting time lower bound for a random walks on a large finite graph of bounded degree

If $G$ is a path of length $n$ and the initial node $x$ is an endpoint, then $E(T)=O(\log n)$. More precisely, $$P(T>k)=O(1/k) \; \; \text{for} \; \; k \le n^2 \quad (*) $$ $$ \text{and } \; \; P( …
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1 vote

Random linear map contracting distances on the projective line

Note that some conditions are needed: If the matrices $A_i$ are all rotation matrices then no contraction takes place. A relatively easy case is when all the matrices are strictly positive elementwise …
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1 vote

Probability of random crossing a specific value any time

Let $\tau$ be the minimal $t<T$ such that $x(t)>c$, if such $t$ exists; set $\tau=T-1$ if there is no such $t$. Then the event $\{x(\tau)>c\}$ is the disjoint union of two events, $A=\{x(T-1)>c\}$ a …
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1 vote
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Mixing time for random walk on graph with $k$ loops on each vertex

The inequality you are citing should have a power 2 on the Cheeger constant (a.k.a the bottleneck ratio), so the inequality should read: $$t_{\rm mix} \le C\log\left(\min_{v\in V}\dfrac{1}{\pi(v)}\rig …
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Reference: probability distribution of first meeting time of two random walks on a cycle graph

Assume that $i<j.$ You can reduce this to the following simpler-looking question: Consider a continuous-time RW on the integers, moving at rate two, started at $k:=j-i$. Let $T$ be the hitting time of …
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5 votes
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Asymptotics of the return probabilities of a random walk on a transitive graph

the limit $L=\lim_{t\to\infty}\frac {\log f(t)}{\log t}$ always exists, in the wide sense. If a transitive graph does not have polynomial growth, then the limit is $-\infty$, while if it has polynomia …
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Recurrence criterion for non-reversible random walks on general infinite (locally finite) gr...

The most powerful and flexible method to prove recurrence or transience for nonreversible walks is the method of Lyapunov functions. One of the origins of the method is Foster's criteria for recurrenc …
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4 votes
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Local probabilities for lattice random walk

For the one dimensional case, a quite nice bound is in Theorem 4.2 of [1]. See also [2]. The dependence on $\epsilon$ that you seek was first shown by Kesten[3]. The combinatorial approach was revive …
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4 votes

Simple random walk on the 3-1 tree is recurrent

You can find this example discussed also in my book with Russ Lyons, "Probability on Trees and networks", http://mypage.iu.edu/~rdlyons/prbtree/prbtree.html As Douglas points out, For any vertex $v$ …
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1 vote
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Exit time estimate for a simple continuous-time random walk

Let $\tau_k$ denote the number of steps for discrete time simple RW on the integers (started at 0) to exit the interval $[-k,k]$. Let $\gamma:=\cos(\frac{\pi}{2k+2})$ so that $\lambda=1-\gamma$. The …
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3 votes
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Gaussian bounds with exponential decay for discrete (graph) Dirichlet heat kernel

I assume the question pertains to continuous time random walk; the counterexamples are even simpler in discrete time. There is no reason to expect the power law factor $t^{-n/2}$ in this setting. For …
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