Deterministic random walks on regular trees

The rotor router model is a popular deterministic analogue of a random walk on a graph. Instead of moving to a random neighbor, the neighbors are served in a fixed order. We examine how fast this “deterministic random walk” covers all vertices (or all edges). We present general techniques to derive upper bounds for the vertex and edge cover time and derive matching lower bounds for several important graph classes. Depending on the topology, the deterministic random walk can be asymptotically faster, slower or equally fast compared to the classical random walk.

Jim Propp's rotor–router model is a deterministic analogue of a random walk on a graph. Instead of distributing chips randomly, each vertex serves its neighbours in a fixed order. We analyse the difference between the Propp machine and random walk on the infinite two-dimensional grid. It is known that, apart from a technicality, independent of the starting configuration, at each time the number of chips on each vertex in the Propp model deviates from the expected number of chips in the random walk model by at most a constant. We show that this constant is approximately 7.8 if all vertices serve their neighbours in clockwise or order, and 7.3 otherwise. This result in particular shows that the order in which the neighbours are served makes a difference. Our analysis also reveals a number of further unexpected properties of the two-dimensional Propp machine.

In this note, we present an example of a fibered dynamical system, also referred to as a deterministic random walk, generated by a piecewise linear expanding map on the first coordinate and a sign function on the second. We focus on the set of points whose orbits under this system remain non-negative in the second coordinate. Using the reflection principle from probability theory, we establish a connection between the topological pressure and a counting problem over constrained random walks. Furthermore, we show that the Hausdorff dimension of this set is invariant across horizontal sections and compute its Hausdorff measure.

A cylindrical cascade on $\mathbb {T}^d\times \mathbb {R}^r$ can be seen as a deterministic random walk on $\mathbb {R}^r$ driven by an observable over the irrational toral translation on the base torus. We prove that, when the observable is the indicator function of a generic (straight) rectangle in $\mathbb {T}^2$ , the cascade on $\mathbb {T}^2\times \mathbb {R}$ is ergodic for a $G_{\delta }$ -dense set of translation vectors. We also provide examples of ergodic cylindrical cascades in higher dimensions with more restrictive conditions on the side lengths of the rectangles.

We consider deterministic random walks on the real line driven by irrational rotations, or equivalently, skew product extensions of a rotation by $α$ where the skewing cocycle is a piecewise constant mean zero function with a jump by one at a point $β$. When $α$ is badly approximable and $β$ is badly approximable with respect to $α$, we prove a Temporal Central Limit theorem (in the terminology recently introduced by D.Dolgopyat and O.Sarig), namely we show that for any fixed initial point, the occupancy random variables, suitably rescaled, converge to a Gaussian random variable. This result generalizes and extends a theorem by J. Beck for the special case when $α$ is quadratic irrational, $β$ is rational and the initial point is the origin, recently reproved and then generalized to cover any initial point using geometric renormalization arguments by Avila-Dolgopyat-Duryev-Sarig (Israel J., 2015) and Dolgopyat-Sarig (J. Stat. Physics, 2016). We also use renormalization, but in order to treat irrational values of $β$, instead of geometric arguments, we use the renormalization associated to the continued fraction algorithm and dynamical Ostrowski expansions. This yields a suitable symbolic coding framework which allows us to reduce the main result to a CLT for non homogeneous Markov chains.

Foundations of the 2N-ary Choice Tree Model

Iterative linear equation solvers depend on high quality preconditioners to achieve fast convergence. For sparse symmetric systems arising from large power grid analysis problems, however, preconditioners generated by traditional incomplete Cholesky factorizations are usually of low quality, resulting in slow convergence. On the other hand, although preconditioners generated by random walks are quite effective to reduce the number of iterations, it takes considerable amount of time to compute them in a stochastic manner. In this paper, we propose a new preconditioning technique for power grid analysis, named deterministic random walk, that combines the advantages of the above two approaches. Our proposed algorithm computes the preconditioners in a deterministic manner to reduce computation time, while achieving similar quality as stochastic random walk preconditioning by modifying fill-ins to compensate dropped entries. We have proved that for such compensation scheme, our algorithm will not fail for certain matrix orderings, which otherwise cannot be guaranteed by traditional incomplete factorizations. We demonstrate that by incorporating our proposed preconditioner, a conjugate gradient solver is able to outperform a state-of-the-art algebraic multigrid preconditioned solver on public IBM power grid benchmarks for DC power grid analysis, while potentially remaining very efficient for transient analysis.

We consider in this paper two types of queueing systems which operate under a specific and fixed scheduling policy. The first system consists of a single server and several buffers in which arriving jobs are stored. We assume that arriving parts may require several stages of processing in which case each stage corresponds to a different buffer. The second system is a communication type queueing network given by a graph. The arriving jobs (packets) request a simple path along which they need to be processed. In both models the jobs arrive in a completely deterministic fashion: the interarrival times are fixed and known. All the processing times are also deterministic. A scheduling policy specifies a rule using which arriving parts are processed in the queueing system. A scheduling policy is defined to be stable if there is a finite uniform upper bound on the total number of parts in the system at all times. A necessary condition for stability of any work conserving policy is that the traffic intensity of the station (of each link in the graph in the communication model) is not bigger than one. Many results have demonstrated that this condition is not sufficient for stability. The results were obtained primarily in the context of stochastic networks ([24],[20],[5],[6],[10]), deterministic fluid networks ([6],[9],[7],[8],[2]), deterministic adversarial networks ([4],[1],[14],[12]). One of the earliest result in the area were obtained by Rybko and Stolyar [24] and Lu and Kumar [20]. They showed that a simple priority policy can lead to instability in some queueing networks. Bramson [5] and Seidman [25] showed that even FIFO policy can be unstable in stochastic networks. Instability of FIFO was later demonstrated in an adversarial queueing setting by Andrews et. al. [1]. Dai [6] established that stability of a fluid deterministic queueing network implies stability of a stochastic queueing network. A similar result was established by Gamarnik [12], which connects stability of fluid and adversarial queueing networks. A complete characterization of two-station fluid networks which are stable under any work conserving policy was established by Bertsimas, Gamarnik and Tsitsiklis [2] and Dai and Vande Vate [7]. Goel [14] constructed a complete characterization of adversarial queueing networks which are stable under the usual load condition. The result is extended by Gamarnik [13]. Motivated by a queueing network model stability of homogeneous random walks in a nonnegative orthant was considered in several papers: Malyshev [21], Menshikov [23], Fayolle [11], Ignatyuk and Malyshev [18], Malyshev [22]. Such random walks Q ( t ), t = 0, 1, 2,¡­ have Z + d as a state space ( Z + is the set of nonnegative integers). The transition vectors ¦¤ have deterministically bounded length in max norm and the transition probability p (¦«, ¦¤) along the direction ¦¤ depends only on the face ¦« that the random walk is currently on (the transition probabilities depend only on which coordinates of the current state are positive and which are zero). Such a random walk is defined to be stable if it is positive recurrent. We will also consider deterministic walks, for which p (¦«, ¦¤) is always zero or one (the transition deterministically depends on the face that the walk is currently on). A complete characterization of stable homogeneous random walks in Z + d for d ¡Ü 4 was obtained in Malyshev [21], Menshikov [23] and Ignatyuk and Malyshev [18], but no extension of this classification to higher dimensions has been obtained. Malyshev in [22] establishes a connection between homogeneous random walks and general dynamical systems on compact manifolds and shows that the difficulty of classifying stable random walks is of the same nature as the difficulty of understanding the dynamics of these dynamical systems. Specifically, the complicated dynamics precludes obtaining classification of stable random walks for d = 5. Thus despite many efforts the classification of stable random walks for general dimensions is not known. Likewise classification of stable policies in queueing systems is an open problem.

The rotor-router mechanism was introduced as a deterministic alternative to the random walk in undirected graphs. In this model, an agent is initially placed at one of the nodes of the graph. Each node maintains a cyclic ordering of its outgoing arcs, and during successive visits of the agent, propagates it along arcs chosen according to this ordering in round-robin fashion. The behavior of the rotor-router is fully deterministic but its performance characteristics (cover time, return time) closely resemble the expected values of the corresponding parameters of the random walk. In this work we consider the setting in which multiple, indistinguishable agents are deployed in parallel in the nodes of the graph, and move around the graph in synchronous rounds, interacting with a single rotor-router system. We propose new techniques which allow us to perform a theoretical analysis of the multi-agent rotor-router model, and to compare it to the scenario of parallel independent random walks in a graph. Our main results concern the n-node ring, and suggest a strong similarity between the performance characteristics of this deterministic model and random walks. We show that on the ring the rotor-router with k agents admits a cover time of between varTheta (n^2 / k^2) in the best case and varTheta (n^2 / log k) in the worst case, depending on the initial locations of the agents, and that both these bounds are tight. The corresponding expected value of the cover time for k random walks, depending on the initial locations of the walkers, is proven to belong to a similar range, namely between varTheta (n^2 / (k^2/log ^2 k)) and varTheta (n^2 / log k). Finally, we study the limit behavior of the rotor-router system. We show that, once the rotor-router system has stabilized, all the nodes of the ring are always visited by some agent every varTheta (n / k) steps, regardless of how the system was initialized. This asymptotic bound corresponds to the expected time between successive visits to a node in the case of k random walks. All our results hold up to a polynomially large number of agents (1 le k < n^{1/11}).

We prove universal inequalities for Laplacian eigenvalues with Dirichlet boundary condition on subsets of certain discrete groups. The study of universal inequalities on Riemannian manifolds was initiated by Weyl, Pólya, Yau, and others. Here we focus on a version by Cheng and Yang. Specifically, we prove Yang-type universal inequalities for Cayley graphs of finitely generated amenable groups, as well as for the d -regular tree (simple random walk on the free group).

ABSTRACTThe rotor‐router model, also known as the Propp machine, is a deterministic process analogous to a random walk on a graph. Instead of distributing tokens to randomly chosen neighbors, the Propp machine deterministically serves the neighbors in a fixed order by associating to each vertex a “rotor‐router” pointing to one of its neighbors. This paper investigates the discrepancy at a single vertex between the number of tokens in the rotor‐router model and the expected number of tokens in a random walk, for finite graphs in general. We show that the discrepancy is bounded by O (mn) at any time for any initial configuration if the corresponding random walk is lazy and reversible, where n and m denote the numbers of nodes and edges, respectively. For a lower bound, we show examples of graphs and initial configurations for which the discrepancy at a single vertex is Ω(m) at any time (&gt; 0). For some special graphs, namely hypercube skeletons and Johnson graphs, we give a polylogarithmic upper bound, in terms of the number of nodes, for the discrepancy. © 2014 Wiley Periodicals, Inc. Random Struct. Alg., 46,739–761, 2015

Convergence and approximation in potential games

We consider a process of noncolliding q-exchangeable random walks on making steps 0 (‘straight’) and −1 (‘down’). A single random walk is called q-exchangeable if under an elementary transposition of the neighboring steps the probability of the trajectory is multiplied by a parameter . Our process of m noncolliding q-exchangeable random walks is obtained from the independent q-exchangeable walks via the Doob’s h-transform for a nonnegative eigenfunction h (expressed via the q-Vandermonde product) with the eigenvalue less than 1. The system of m walks evolves in the presence of an absorbing wall at 0. The repulsion mechanism is the q-analogue of the Coulomb repulsion of random matrix eigenvalues undergoing Dyson Brownian motion. However, in our model, the particles are confined to the positive half-line and do not spread as Brownian motions or simple random walks. We show that the trajectory of the noncolliding q-exchangeable walks started from an arbitrary initial configuration forms a determinantal point process, and express its kernel in a double contour integral form. This kernel is obtained as a limit from the correlation kernel of q-distributed random lozenge tilings of sawtooth polygons. In the limit as , with γ > 0 fixed, and under a suitable scaling of the initial data, we obtain a limit shape of our noncolliding walks and also show that their local statistics are governed by the incomplete beta kernel. The latter is a distinguished translation invariant ergodic extension of the two-dimensional discrete sine kernel.

We consider the contact process with infection rate $\lambda $ on a random $(d+1)$-regular graph with $n$ vertices, $G_n$. We study the extinction time $\tau _{G_n}$ (that is, the random amount of time until the infection disappears) as $n$ is taken to infinity. We establish a phase transition depending on whether $\lambda $ is smaller or larger than $\lambda _1(\mathbb{T} ^d)$, the lower critical value for the contact process on the infinite, $(d+1)$-regular tree: if $\lambda < \lambda _1(\mathbb{T} ^d)$, $\tau _{G_n}$ grows logarithmically with $n$, while if $\lambda > \lambda _1(\mathbb{T} ^d)$, it grows exponentially with $n$. This result differs from the situation where, instead of $G_n$, the contact process is considered on the $d$-ary tree of finite height, since in this case, the transition is known to happen instead at the upper critical value for the contact process on $\mathbb{T} ^d$.

Every finite metric tree has generalized roundness strictly greater than one. On the other hand, some countable metric trees have generalized roundness precisely one. The purpose of this paper is to identify some large classes of countable metric trees that have generalized roundness precisely one. At the outset we consider spherically symmetric trees endowed with the usual combinatorial metric (SSTs). Using a simple geometric argument we show how to determine decent upper bounds on the generalized roundness of finite SSTs that depend only on the downward degree sequence of the tree in question. By considering limits it follows that if the downward degree sequence $(d_{0}, d_{1}, d_{2}...)$ of a SST $(T,\rho)$ satisfies $|\{j \, | \, d_{j} > 1 \}| = \aleph_{0}$, then $(T,\rho)$ has generalized roundness one. Included among the trees that satisfy this condition are all complete $n$-ary trees of depth $\infty$ ($n \geq 2$), all $k$-regular trees ($k \geq 3$) and inductive limits of Cantor trees. The remainder of the paper deals with two classes of countable metric trees of generalized roundness one whose members are not, in general, spherically symmetric. The first such class of trees are merely required to spread out at a sufficient rate (with a restriction on the number of leaves) and the second such class of trees resemble infinite combs.