The small world effect on the coalescing time of random walks

Details The small world effect on the coalescing time of random walks The small world effect on the coalescing time of random walks

2010-03-18

arxiv.org/abs/1003.3534v2

Stochastic Processes and their Applications, Vol. 121 (2011), Issue 5, pages 925-956

Mathematics

Probability

33 pages, 2 figures, revised arguments, results unchanged

Scientific paper

A small world is obtained from the $d$-dimensional torus of size 2L adding randomly chosen connections between sites, in a way such that each site has exactly one random neighbour in addition to its deterministic neighbours. We study the asymptotic behaviour of the meeting time $T_L$ of two random walks moving on this small world and compare it with the result on the torus. On the torus, in order to have convergence, we have to rescale $T_L$ by a factor $C_1L^2$ if $d=1$, by $C_2L^2\log L$ if $d=2$ and $C_dL^d$ if $d\ge3$. We prove that on the small world the rescaling factor is $C^\prime_dL^d$ and identify the constant $C^\prime_d$, proving that the walks always meet faster on the small world than on the torus if $d\le2$, while if $d\ge3$ this depends on the probability of moving along the random connection. As an application, we obtain results on the hitting time to the origin of a single walk and on the convergence of coalescing random walk systems on the small world.

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