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Time Dependent Biased Random Walks

Accepted version
Peer-reviewed

Type

Article

Change log

Authors

Haslegrave, J 
Sauerwald, T 
Sylvester, J 

Abstract

We study the biased random walk where at each step of a random walk a "controller" can, with a certain small probability, move the walk to an arbitrary neighbour. This model was introduced by Azar et al. [STOC'1992]; we extend their work to the time dependent setting and consider cover times of this walk. We obtain new bounds on the cover and hitting times. Azar et al. conjectured that the controller can increase the stationary probability of a vertex from p to p1−ϵ; while this conjecture is not true in full generality, we propose a best-possible amended version of this conjecture and confirm it for a broad class of graphs. We also consider the problem of computing an optimal strategy for the controller to minimise the cover time and show that for directed graphs determining the cover time is PSPACE-complete.

Description

Keywords

Random walk, cover time, Markov chain, Markov decision process, PSPACE

Journal Title

ACM Transactions on Algorithms

Conference Name

Journal ISSN

1549-6325
1549-6333

Volume Title

Publisher

Association for Computing Machinery (ACM)
Sponsorship
European Research Council (679660)
Thomas Sauerwald and John Sylvester were supported by ERC Starting Grant no. 679660 (DYNAMIC MARCH)