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Random walks on randomly evolving graphs

Accepted version
Peer-reviewed

Type

Conference Object

Change log

Authors

Cai, L 
Sauerwald, T 
Zanetti, L 

Abstract

A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution in time that is at most polynomial in the size of the graph. This fundamental property, however, only holds if the graph does not change over time; on the other hand, many distributed networks are inherently dynamic, and their topology is subjected to potentially drastic changes.

In this work we study the mixing (i.e., convergence) properties of random walks on graphs subjected to random changes over time. Specifically, we consider the edge-Markovian random graph model: for each edge slot, there is a two-state Markov chain with transition probabilities p (add a non-existing edge) and q (remove an existing edge). We derive several positive and negative results that depend on both the density of the graph and the speed by which the graph changes.

Description

Keywords

46 Information and Computing Sciences

Journal Title

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Conference Name

27th International Colloquium on Structural Information and Communication Complexity (SIROCCO 2020)

Journal ISSN

0302-9743
1611-3349

Volume Title

12156 LNCS

Publisher

Springer International Publishing

Rights

All rights reserved
Sponsorship
European Research Council (679660)