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Foundations of Data Science

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every vertex?<br />

Hitting time<br />

The hitting time h xy , sometimes called discovery time, is the expected time <strong>of</strong> a random<br />

walk starting at vertex x to reach vertex y. Sometimes a more general definition is<br />

given where the hitting time is the expected time to reach a vertex y from a given starting<br />

probability distribution.<br />

One interesting fact is that adding edges to a graph may either increase or decrease<br />

h xy depending on the particular situation. Adding an edge can shorten the distance from<br />

x to y thereby decreasing h xy or the edge could increase the probability <strong>of</strong> a random walk<br />

going to some far <strong>of</strong>f portion <strong>of</strong> the graph thereby increasing h xy . Another interesting<br />

fact is that hitting time is not symmetric. The expected time to reach a vertex y from a<br />

vertex x in an undirected graph may be radically different from the time to reach x from y.<br />

We start with two technical lemmas. The first lemma states that the expected time<br />

to traverse a path <strong>of</strong> n vertices is Θ (n 2 ).<br />

Lemma 5.7 The expected time for a random walk starting at one end <strong>of</strong> a path <strong>of</strong> n<br />

vertices to reach the other end is Θ (n 2 ).<br />

Pro<strong>of</strong>: Consider walking from vertex 1 to vertex n in a graph consisting <strong>of</strong> a single path<br />

<strong>of</strong> n vertices. Let h ij , i < j, be the hitting time <strong>of</strong> reaching j starting from i. Now h 12 = 1<br />

and<br />

h i,i+1 = 1 2 + 1 2 (1 + h i−1,i+1) = 1 + 1 2 (h i−1,i + h i,i+1 ) 2 ≤ i ≤ n − 1.<br />

Solving for h i,i+1 yields the recurrence<br />

Solving the recurrence yields<br />

h i,i+1 = 2 + h i−1,i .<br />

h i,i+1 = 2i − 1.<br />

To get from 1 to n, go from 1 to 2, 2 to 3, etc. Thus<br />

∑n−1<br />

∑n−1<br />

h 1,n = h i,i+1 = (2i − 1)<br />

i=1<br />

n−1<br />

i=1<br />

n−1<br />

∑ ∑<br />

= 2 i − 1<br />

i=1<br />

i=1<br />

n (n − 1)<br />

= 2 − (n − 1)<br />

2<br />

= (n − 1) 2 .<br />

165

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