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Nisheeth Vishnoi - Non Uniform Random Walks

dmtcs:3330 - Discrete Mathematics & Theoretical Computer Science, January 1, 2003, DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03) - https://doi.org/10.46298/dmtcs.3330
Non Uniform Random WalksConference paper

Authors: Nisheeth Vishnoi 1

  • 1 College of Computing

Given ϵi[0,1) for each 1<i<n, a particle performs the following random walk on {1,2,...,n}par If the particle is at n, it chooses a point uniformly at random (u.a.r.) from {1,...,n1}. If the current position of the particle is m(1<m<n), with probability ϵm it decides to go back, in which case it chooses a point u.a.r. from {m+1,...,n}. With probability 1ϵm it decides to go forward, in which case it chooses a point u.a.r. from {1,...,m1}. The particle moves to the selected point. What is the expected time taken by the particle to reach 1 if it starts the walk at n? Apart from being a natural variant of the classical one dimensional random walk, variants and special cases of this problemarise in Theoretical Computer Science [Linial, Fagin, Karp, Vishnoi]. In this paper we study this problem and observe interesting properties of this walk. First we show that the expected number of times the particle visits i (before getting absorbed at 1) is the same when the walk is started at j, for all j>i. Then we show that for the following parameterized family of \epsilon 's: \epsilon _i = \frac{n-i}{n-i+ α · (i-1)},1 < i < n where α does not depend on i, the expected number of times the particle visits i is the same when the walk is started at j, for all j < i. Using these observations we obtain the expected absorption time for this family of \epsilon 's. As α varies from infinity to 1, this time goes from Θ (log n) to Θ (n). Finally we studythe behavior of the expected convergence timeas a function of \epsilon . It remains an open question to determine whether this quantity increases when all \epsilon 's are increased. We give some preliminary results to this effect.


Volume: DMTCS Proceedings vol. AC, Discrete Random Walks (DRW'03)
Section: Proceedings
Published on: January 1, 2003
Imported on: May 10, 2017
Keywords: Non uniform random walk,[INFO.INFO-DS]Computer Science [cs]/Data Structures and Algorithms [cs.DS],[INFO.INFO-DM]Computer Science [cs]/Discrete Mathematics [cs.DM],[MATH.MATH-CO]Mathematics [math]/Combinatorics [math.CO],[INFO.INFO-CG]Computer Science [cs]/Computational Geometry [cs.CG]

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