Bartolucci, S;
Caccioli, F;
Caravelli, F;
Vivo, P;
(2021)
"Spectrally gapped" random walks on networks: a Mean First Passage Time formula.
SciPost Physics
, 11
(5)
, Article 088. 10.21468/SciPostPhys.11.5.088.
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Abstract
We derive an approximate but explicit formula for the Mean First Passage Time of a random walker between a source and a target node of a directed and weighted network. The formula does not require any matrix inversion, and it takes as only input the transition probabilities into the target node. It is derived from the calculation of the average resolvent of a deformed ensemble of random sub-stochastic matrices H = ⟨ H ⟩ + δ H, with ⟨ H ⟩ rank- 1 and non-negative. The accuracy of the formula depends on the spectral gap of the reduced transition matrix, and it is tested numerically on several instances of (weighted) networks away from the high sparsity regime, with an excellent agreement.
| Type: | Article |
|---|---|
| Title: | "Spectrally gapped" random walks on networks: a Mean First Passage Time formula |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.21468/SciPostPhys.11.5.088 |
| Publisher version: | https://doi.org/10.21468/SciPostPhys.11.5.088 |
| Language: | English |
| Additional information: | Copyright S. Bartolucci et al. This work is licensed under the Creative Commons Attribution 4.0 International License. Published by the SciPost Foundation. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10138618 |
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