Abstract: Consider a system of coalescing random walks where each individual performs a random walk over a finite graph $ G$ or (more generally) evolves according to some reversible Markov chain generator $ Q$. Let $ C$ be the first time at which all walkers have coalesced into a single cluster. $ C$ is closely related to the consensus time of the voter model for this $ G$ or $ Q$.
We prove that the expected value of $ C$ is at most a constant multiple of the largest hitting time of an element in the state space. This solves a problem posed by Aldous and Fill and gives sharp bounds in many examples, including all vertex-transitive graphs. We also obtain results on the expected time until only $ k2$ clusters remain. Our proof tools include a new exponential inequality for the meeting time of a reversible Markov chain and a deterministic trajectory, which we believe to be of independent interest.
%0 Journal Article
%1 oliveira2012coalescence
%A Oliveira, Roberto Imbuzeiro
%D 2012
%J Trans. Amer. Math. Soc.
%K bounds coalescent_theory coalescent_time consensus_time probability_theory random_walks_on_graphs voter_model
%N 4
%P 2109--2128
%R 10.1090/S0002-9947-2011-05523-6
%T On the coalescence time of reversible random walks
%U http://dx.doi.org/10.1090/S0002-9947-2011-05523-6
%V 364
%X Abstract: Consider a system of coalescing random walks where each individual performs a random walk over a finite graph $ G$ or (more generally) evolves according to some reversible Markov chain generator $ Q$. Let $ C$ be the first time at which all walkers have coalesced into a single cluster. $ C$ is closely related to the consensus time of the voter model for this $ G$ or $ Q$.
We prove that the expected value of $ C$ is at most a constant multiple of the largest hitting time of an element in the state space. This solves a problem posed by Aldous and Fill and gives sharp bounds in many examples, including all vertex-transitive graphs. We also obtain results on the expected time until only $ k2$ clusters remain. Our proof tools include a new exponential inequality for the meeting time of a reversible Markov chain and a deterministic trajectory, which we believe to be of independent interest.
@article{oliveira2012coalescence,
abstract = { Abstract: Consider a system of coalescing random walks where each individual performs a random walk over a finite graph $ \mathbf {G}$ or (more generally) evolves according to some reversible Markov chain generator $ Q$. Let $ C$ be the first time at which all walkers have coalesced into a single cluster. $ C$ is closely related to the consensus time of the voter model for this $ \mathbf {G}$ or $ Q$.
We prove that the expected value of $ C$ is at most a constant multiple of the largest hitting time of an element in the state space. This solves a problem posed by Aldous and Fill and gives sharp bounds in many examples, including all vertex-transitive graphs. We also obtain results on the expected time until only $ k\geq 2$ clusters remain. Our proof tools include a new exponential inequality for the meeting time of a reversible Markov chain and a deterministic trajectory, which we believe to be of independent interest. },
added-at = {2016-03-15T22:09:06.000+0100},
author = {Oliveira, Roberto Imbuzeiro},
biburl = {https://www.bibsonomy.org/bibtex/2d5c37f8b5347b27b9edb5b9ccea30106/peter.ralph},
coden = {TAMTAM},
doi = {10.1090/S0002-9947-2011-05523-6},
fjournal = {Transactions of the American Mathematical Society},
interhash = {f19d15917951da45832245daba22968a},
intrahash = {d5c37f8b5347b27b9edb5b9ccea30106},
issn = {0002-9947},
journal = {Trans. Amer. Math. Soc.},
keywords = {bounds coalescent_theory coalescent_time consensus_time probability_theory random_walks_on_graphs voter_model},
mrclass = {60J27 (60K35)},
mrnumber = {2869200},
number = 4,
pages = {2109--2128},
timestamp = {2016-03-15T22:09:06.000+0100},
title = {On the coalescence time of reversible random walks},
url = {http://dx.doi.org/10.1090/S0002-9947-2011-05523-6},
volume = 364,
year = 2012
}