Random walks on randomly evolving graphs

06/18/2020 ∙ by Leran Cai, et al. ∙ 0

A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution in time that is at most polynomial in the size of the graph. This fundamental property, however, only holds if the graph does not change over time, while on the other hand many distributed networks are inherently dynamic, and their topology is subjected to potentially drastic changes. In this work we study the mixing (i.e., converging) properties of random walks on graphs subjected to random changes over time. Specifically, we consider the edge-Markovian random graph model: for each edge slot, there is a two-state Markov chain with transition probabilities p (add a non-existing edge) and q (remove an existing edge). We derive several positive and negative results that depend on both the density of the graph and the speed by which the graph changes. We show that if p is very small (i.e., below the connectivity threshold of Erdős-Rényi random graphs), random walks do not mix (fast). When p is larger, instead, we observe the following behavior: if the graph changes slowly over time (i.e., q is small), random walks enjoy strong mixing properties that are comparable to the ones possessed by random walks on static graphs; however, if the graph changes too fast (i.e., q is large), only coarse mixing properties are preserved.



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