Universal cover-time distribution of heterogeneous random walks

TL;DR

This paper establishes a universal Gumbel distribution for the cover times of heterogeneous random walks, extending previous homogeneous results and applicable to complex, realistic systems with diverse mean first-passage times.

Contribution

It introduces a generalized rescaling relation and demonstrates a universal cover-time distribution for heterogeneous random walks using a transfer matrix approach.

Findings

Universal Gumbel distribution for heterogeneous cover times

Rescaling relation accounts for diversified mean first-passage times

Robust framework applicable to biased, directed, and complex networks

Abstract

The cover-time problem, i.e., time to visit every site in a system, is one of the key issues of random walks with wide applications in natural, social, and engineered systems. Addressing the full distribution of cover times for random walk on complex structures has been a long-standing challenge and has attracted persistent efforts. Yet, the known results are essentially limited to homogeneous systems, where different sites are on an equal footing and have identical or close mean first-passage times, such as random walks on a torus. In contrast, realistic random walks are prevailingly heterogeneous with diversified mean first-passage times. Does a universal distribution still exist? Here, by considering the most general situations, we uncover a generalized rescaling relation for the cover time, exploiting the diversified mean first-passage times that have not been accounted for before. This allows us to concretely establish a universal distribution of the rescaled cover times for heterogeneous random walks, which turns out to be the Gumbel universality class that is ubiquitous for a large family of extreme value statistics. Our analysis is based on the transfer matrix framework, which is generic that besides heterogeneity, it is also robust against biased protocols, directed links, and self-connecting loops. The finding is corroborated with extensive numerical simulations of diverse heterogeneous non-compact random walks on both model and realistic topological structures. Our new technical ingredient may be exploited for other extreme value or ergodicity problems with nonidentical distributions.