"Spectrally gapped" random walks on networks: a Mean First Passage Time formula

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....

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Autor principal: Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli, Pierpaolo Vivo
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Publicado: SciPost 2021
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Acceso en línea:https://doaj.org/article/38d508ff284d4a79a3b1c6b3f62a6b31
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spelling oai:doaj.org-article:38d508ff284d4a79a3b1c6b3f62a6b312021-11-04T18:40:56Z"Spectrally gapped" random walks on networks: a Mean First Passage Time formula2542-465310.21468/SciPostPhys.11.5.088https://doaj.org/article/38d508ff284d4a79a3b1c6b3f62a6b312021-11-01T00:00:00Zhttps://scipost.org/SciPostPhys.11.5.088https://doaj.org/toc/2542-4653We 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 $H=\langle H\rangle +\delta H$, with $\langle H\rangle$ 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.Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli, Pierpaolo VivoSciPostarticlePhysicsQC1-999ENSciPost Physics, Vol 11, Iss 5, p 088 (2021)
institution DOAJ
collection DOAJ
language EN
topic Physics
QC1-999
spellingShingle Physics
QC1-999
Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli, Pierpaolo Vivo
"Spectrally gapped" random walks on networks: a Mean First Passage Time formula
description 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 $H=\langle H\rangle +\delta H$, with $\langle H\rangle$ 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.
format article
author Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli, Pierpaolo Vivo
author_facet Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli, Pierpaolo Vivo
author_sort Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli, Pierpaolo Vivo
title "Spectrally gapped" random walks on networks: a Mean First Passage Time formula
title_short "Spectrally gapped" random walks on networks: a Mean First Passage Time formula
title_full "Spectrally gapped" random walks on networks: a Mean First Passage Time formula
title_fullStr "Spectrally gapped" random walks on networks: a Mean First Passage Time formula
title_full_unstemmed "Spectrally gapped" random walks on networks: a Mean First Passage Time formula
title_sort "spectrally gapped" random walks on networks: a mean first passage time formula
publisher SciPost
publishDate 2021
url https://doaj.org/article/38d508ff284d4a79a3b1c6b3f62a6b31
work_keys_str_mv AT silviabartoluccifabiocacciolifrancescocaravellipierpaolovivo spectrallygappedrandomwalksonnetworksameanfirstpassagetimeformula
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