Exact and approximate mean first passage times on trees and other necklace structures: a local equilibrium approach

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Abstract

In this work we propose a novel method to calculate mean first-passage times (MFPTs) for random walks on graphs, based on a dimensionality reduction technique for Markov state models, known as local-equilibrium (LE). We show that for a broad class of graphs, which includes trees, LE coarse-graining preserves the MFPTs between certain nodes, upon making a suitable choice of the coarse-grained states (or clusters). We prove that this relation is exact for graphs that can be coarse-grained into a one-dimensional lattice where each cluster connects to the lattice only through a single node of the original graph. A side result of the proof generalises the well-known essential edge lemma (EEL), which is valid for reversible random walks, to irreversible walkers. Such a generalised EEL leads to explicit formulae for the MFPTs between certain nodes in this class of graphs. For graphs that do not fall in this class, the generalised EEL provides useful approximations if the graph allows a one-dimensional coarse-grained representation and the clusters are sparsely interconnected. We first demonstrate our method for the simple random walk on the c-ary tree, then we consider other graph structures and more general random walks, including irreversible random walks.
Original languageEnglish
Article number115001
Number of pages33
JournalJournal of Physics A
Volume55
Issue number11
DOIs
Publication statusPublished - 18 Mar 2022

Keywords

  • mean first passage time, networks, random walks

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