![](images/spacer.gif) |
|
|
| | | | | |
|
|
|
|
|
Limiting behavior for the distance of a random walk
|
Nathanael Berestycki, University of Cambridge Rick Durrett, Cornell University |
Abstract
In this paper we study some aspects of the behavior of random
walks on large but finite graphs before they have reached their
equilibrium distribution. This investigation is motivated by a
result we proved recently for the random transposition random
walk: the distance from the starting point of the walk has a phase
transition from a linear regime to a sublinear regime at time
$n/2$. Here, we study the examples of random 3-regular graphs,
random adjacent transpositions, and riffle shuffles. In the case
of a random 3-regular graph, there is a phase transition where the
speed changes from 1/3 to 0 at time $3log_2 n$. A similar result
is proved for riffle shuffles, where the speed changes from 1 to 0
at time $log_2 n$. Both these changes occur when a distance equal
to the average diameter of the graph is reached. However in the
case of random adjacent transpositions, the behavior is more
complex. We find that there is no phase transition, even though
the distance has different scalings in three different regimes.
|
Full text: PDF
Pages: 374-395
Published on: March 10, 2008
|
Bibliography
-
Aldous, David. Random walks on finite groups and rapidly mixing Markov chains.
Seminar on probability, XVII,
243--297, Lecture Notes in Math., 986, Springer, Berlin, 1983. MR0770418 (86j:60156)
-
Angel, Omer; Holroyd, Alexander E.; Romik, Dan. Directed random walk on the permutahedron. In preparation.
- Angel, Omer; Holroyd, Alexander E.; Romik, Dan; Virág, Bálint. Random sorting networks.
Adv. Math. 215 (2007), no. 2, 839--868. MR2355610
-
Bayer, Dave; Diaconis, Persi. Trailing the dovetail shuffle to its lair.
Ann. Appl. Probab. 2 (1992), no. 2, 294--313. MR1161056 (93d:60014)
-
Berestycki, Nathanaël. The hyperbolic geometry of random transpositions.
Ann. Probab. 34 (2006), no. 2, 429--467. MR2223947 (2007h:60039)
-
Berestycki, Nathanaël; Durrett, Rick. A phase transition in the random transposition random walk.
Probab. Theory Related Fields 136 (2006), no. 2, 203--233. MR2240787 (2007i:60009)
-
Bollobás, Béla. Random graphs.
Academic Press, Inc. [Harcourt Brace Jovanovich, Publishers],
London, 1985. xvi+447 pp. ISBN: 0-12-111755-3; 0-12-111756-1 MR0809996 (87f:05152)
-
Bollobás, Béla. The isoperimetric number of random regular graphs.
European J. Combin. 9 (1988), no. 3, 241--244. MR0947025 (89e:05180)
-
Bollobás, B.; Fernandez de la Vega, W. The diameter of random regular graphs.
Combinatorica 2 (1982), no. 2, 125--134. MR0685038 (84c:05075)
-
Chung, Fan; Lu, Linyuan. The diameter of sparse random graphs.
Adv. in Appl. Math. 26 (2001), no. 4, 257--279. MR1826308 (2002c:05138)
-
Diaconis, Persi. Group representations in probability and statistics.
Institute of Mathematical Statistics Lecture Notes---Monograph Series,
11. Institute of Mathematical Statistics, Hayward, CA, 1988. vi+198 pp. ISBN: 0-940600-14-5 MR0964069 (90a:60001)
-
Diaconis, Persi; Graham, R. L. Spearman's footrule as a measure of disarray.
J. Roy. Statist. Soc. Ser. B 39 (1977), no. 2, 262--268. MR0652736 (58 #31575)
-
Diaconis, Persi; Graham, R. L.; Morrison, J. A. Asymptotic analysis of a random walk on a hypercube with many
dimensions.
Random Structures Algorithms 1 (1990), no. 1, 51--72. MR1068491 (91g:60078)
-
Diaconis, Persi; Shahshahani, Mehrdad. Generating a random permutation with random transpositions.
Z. Wahrsch. Verw. Gebiete 57 (1981), no. 2, 159--179. MR0626813 (82h:60024)
-
Durrett, Rick. Shuffling chromosomes.
J. Theoret. Probab. 16 (2003), no. 3, 725--750. MR2009200 (2004j:92045)
-
Durrett, Rick. Genome rearrangement.
Statistical methods in molecular evolution,
307--323, Stat. Biol. Health, Springer, New York, 2005. MR2161835 (2006f:92021)
-
Durrett, R.; Neuhauser, C. Particle systems and reaction-diffusion equations.
Ann. Probab. 22 (1994), no. 1, 289--333. MR1258879 (95d:60159)
-
Eriksen, Niklas. Expected number of inversions after a sequence of random adjacent
transpositions---an exact expression.
Discrete Math. 298 (2005), no. 1-3, 155--168. MR2163446 (2006b:05008)
-
H. Eriksson, K. Erikkson, and J. Sjostrand
Expected number of inversions after k random adjacent
transpositions. Formal power series and algebraic combinatorics.
Proceedings of the 12th International Conference (FPSAC'00) held in
Moscow, June 26--30, 2000.
Edited by Daniel Krob, Alexander A. Mikhalev and Alexander V.
Mikhalev.
Springer-Verlag, Berlin, 2000. xiv+808 pp. ISBN: 3-540-67247-8 MR1798196 (2001f:05002)
-
Fulman, Jason. Stein's method and descents after riffle shuffles.
Electron. J. Probab. 10 (2005), no. 26, 901--924 (electronic). MR2164033 (2007b:60046)
-
Kendall, David. Rank Correlation Methods, 1970, 4th edn.
London: Griffin.
-
Knuth, Donald. The Art of Computer Programming, Vol.
2. Reading, Mass.: Addison-Wiley.
-
Saloff-Coste, Laurent. Random Walks on Finite Groups. In:
Probability on discrete structures.
Edited by Harry Kesten.
Encyclopaedia of Mathematical Sciences, 110. Probability Theory, 1.
Springer-Verlag, Berlin, 2004. x+351 pp. ISBN: 3-540-00845-4 MR2023649 (2004g:60003)
-
N.C. Wormald. Models of random regular
graphs (survey), 2005. Available at
http://www.ms.unimelb.edu.au/$sim$nick/papers/regsurvey.pdf
|
|
|
|
|
|
|
| | | | |
Electronic Journal of Probability. ISSN: 1083-6489 |
|