Random walks and the regeneration time
نویسندگان
چکیده
Consider a graph G and a random walk on it. We want to stop the random walk at certain times (using an optimal stopping rule) to obtain independent samples from a given distribution ρ on the nodes. For an undirected graph, the expected time between consecutive samples is maximized by a distribution equally divided between two nodes, and so the worst expected time is 1/4 of the maximum commute time between two nodes. In the directed case, the expected time for this distribution is within a factor of 2 of the maximum.
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ورودعنوان ژورنال:
- Journal of Graph Theory
دوره 29 شماره
صفحات -
تاریخ انتشار 1998