A counterexample to monotonicity of relative mass in random walks

Electronic Communications in Probability, pp. 82016.

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Abstract:

For a finite undirected graph $G = (V,E)$, let $p_{u,v}(t)$ denote the probability that a continuous-time random walk starting at vertex $u$ is in $v$ at time $t$. In this note we give an example of a Cayley graph $G$ and two vertices $u,v \in G$ for which the function \[ r_{u,v}(t) = \frac{p_{u,v}(t)}{p_{u,u}(t)} \qquad t \geq 0 \] is ...More

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