Statistical analysis of random walks on network

A. Kalikova
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引用次数: 0

Abstract

This paper describes an investigation of analytical formulas for parameters in random walks. Random walks are used to model situations in which an object moves in a sequence of steps in randomly chosen directions. Given a graph and a starting point, we select a neighbor of it at random, and move to this neighbor; then we select a neighbor of this point at random, and move to it etc. It is a fundamental dynamic process that arise in many models in mathematics, physics, informatics and can be used to model random processes inherent to many important applications. Different aspects of the theory of random walks on graphs are surveyed. In particular, estimates on the important parameters of hitting time, commute time, cover time are discussed in various works. In some papers, authors have derived an analytical expression for the distribution of the cover time for a random walk over an arbitrary graph that was tested for small values of n. However, this work will show the simplified analytical expressions for distribution of hitting time, commute time, cover time for bigger values of n. Moreover, this work will present the probability mass function and the cumulative distribution function for hitting time, commute time.
网络随机行走的统计分析
本文研究了随机漫步中参数的解析公式。随机漫步是用来模拟物体在随机选择的方向上以一系列步骤移动的情况。给定一个图和一个起点,我们随机选择它的一个邻居,并移动到这个邻居;然后随机选择该点的邻居,并移动到该点,以此类推。它是一个基本的动态过程,出现在数学,物理,信息学的许多模型中,可以用来模拟许多重要应用中固有的随机过程。图上随机游走理论的不同方面进行了调查。重点讨论了各种工作中重要参数的估计,如撞击时间、通勤时间、覆盖时间等。在一些论文中,作者已经推导出了随机漫步在任意图上覆盖时间分布的解析表达式,该图对较小的n值进行了测试。然而,本工作将展示在较大的n值下撞击时间、通勤时间、覆盖时间分布的简化解析表达式。此外,本工作将给出撞击时间、通勤时间的概率质量函数和累积分布函数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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