Article,

Design of On-Line Algorithms Using Hitting Times

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SIAM J. Comput., 28 (4): 1232--1246 (January 1999)
DOI: 10.1137/s0097539798335511

Abstract

Random walks are well known for playing a crucial role in the design of randomized off-line as well as on-line algorithms. In this work we prove some basic identities for ergodic Markov chains (e.g., an interesting characterization of reversibility in Markov chains is obtained in terms of first passage times). Besides providing new insight into random walks on weighted graphs, we show how these identities give us a way of designing competitive randomized on-line algorithms for certain well-known problems.

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