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Local time of random walks on graphs
1Department of Physics, Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, Břehová 7, 115 19 Praha 1, Czech Republic.
Physical Review. E
|November 16, 2021
Summary
We developed a general method to calculate the average occupation time for random walks on graphs. This approach uses the resolvent of the transition matrix for accurate analysis.
Area of Science:
- Graph theory
- Probability theory
- Stochastic processes
Background:
- Random walks are fundamental models in various fields.
- Understanding the local time (occupation time) is crucial for analyzing random walk behavior.
- Existing methods for calculating local time averages can be computationally intensive or limited in scope.
Purpose of the Study:
- To present a general method for calculating sample-path averages of local time functionals for discrete-time random walks on generic graphs.
- To provide a computationally tractable approach for analyzing random walk behavior.
Main Methods:
- The study focuses on discrete-time random walks on generic graphs.
- A general method is presented for calculating sample-path averages of local time functionals.
- The method utilizes the resolvent of the transition matrix.
Main Results:
- A general formula is derived for computing sample-path averages of local time functionals.
- The method is applicable to any discrete-time random walk on a generic graph.
- The resolvent of the transition matrix is identified as a key component for calculation.
Conclusions:
- The developed method offers a powerful tool for analyzing the local time of random walks.
- This approach simplifies the calculation of occupation time averages, enhancing the study of graph-based stochastic processes.
- The findings have implications for network analysis, statistical physics, and computer science.
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