Extreme first-passage times for random walks on networks

Many biological, social, and communication systems can be modeled by "searchers" moving through a complex network. For example, intracellular cargo is transported on tubular networks, news and rumors spread through online social networks, and the rapid global spread of infectious diseases occurs through passengers traveling on the airport network. To understand the timescale of search (or "transport" or "spread"), one commonly studies the first-passage time (FPT) of a single searcher (or "transporter" or "spreader") to a target. However, in many scenarios the relevant timescale is not the FPT of a single searcher to a target, but rather the FPT of the fastest searcher to a target out of many searchers. For example, many processes in cell biology are triggered by the first molecule to find a target out of many, and the time it takes an infectious disease to reach a particular city depends on the first infected traveler to arrive out of potentially many infected travelers. Such fastest FPTs are called extreme FPTs. In this paper, we study extreme FPTs for a general class of continuous-time random walks on networks (which includes continuous-time Markov chains). In the limit of many searchers, we find explicit formulas for the probability distribution and all the moments of the kth fastest FPT for any fixed k≥1. These rigorous formulas depend only on network parameters along a certain geodesic path(s) from the starting location to the target since the fastest searchers take a direct route to the target. Hence, the extreme FPTs are independent of the details of the network outside this geodesic(s) and can be drastically faster and less variable than conventional FPTs of single searchers. Furthermore, our results allow one to estimate if a particular system is in a regime characterized by fast extreme FPTs. We also prove similar results for mortal searchers on a network that are conditioned to find the target before a fast inactivation time. We illustrate our results with numerical simulations and uncover potential pitfalls of modeling diffusive or subdiffusive processes involving extreme statistics. In particular, we find that the many searcher limit does not commute with the diffusion limit for random walks, and thus care must be taken when choosing spatially continuous versus spatially discrete diffusion models.