Random walks on randomly evolving graphs
Leran Cai, Thomas Sauerwald, Luca Zanetti

TL;DR
This paper investigates how random walks behave on dynamically changing graphs, revealing conditions under which they mix rapidly or only coarsely, depending on the rate of graph evolution.
Contribution
It introduces a model for random walks on evolving graphs and characterizes their mixing properties based on the graph's change speed and density.
Findings
Slow graph changes enable strong mixing similar to static graphs.
Fast graph changes lead to only coarse mixing properties.
Low edge addition probability prevents effective mixing.
Abstract
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 (add a non-existing edge) and (remove an existing edge). We derive several positive…
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