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Probability Theory and Related Fields

, Volume 170, Issue 3–4, pp 933–960 | Cite as

Random walk on sparse random digraphs

  • Charles BordenaveEmail author
  • Pietro Caputo
  • Justin Salez
Article

Abstract

A finite ergodic Markov chain exhibits cutoff if its distance to equilibrium remains close to its initial value over a certain number of iterations and then abruptly drops to near 0 on a much shorter time scale. Originally discovered in the context of card shuffling (Aldous and Diaconis in Am Math Mon 93:333–348, 1986), this remarkable phenomenon is now rigorously established for many reversible chains. Here we consider the non-reversible case of random walks on sparse directed graphs, for which even the equilibrium measure is far from being understood. We work under the configuration model, allowing both the in-degrees and the out-degrees to be freely specified. We establish the cutoff phenomenon, determine its precise window and prove that the cutoff profile approaches a universal shape. We also provide a detailed description of the equilibrium measure.

Mathematics Subject Classification

Primary 05C80 05C81 

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Copyright information

© Springer-Verlag GmbH Germany 2017

Authors and Affiliations

  • Charles Bordenave
    • 1
    Email author
  • Pietro Caputo
    • 2
  • Justin Salez
    • 3
  1. 1.Institut de Mathématiques de Toulouse Centre National de la Recherche Scientifique & Université Toulouse 3ToulouseFrance
  2. 2.Dipartimento di Matematica e FisicaUniversità Roma Tre Largo San Murialdo 1RomaItaly
  3. 3.Laboratoire de Probabilités et Modèles Aléatoires Université Paris DiderotParis CEDEX 13France

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