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Random walks and diffusion on networks

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ELSEVIER
DOI: 10.1016/j.physrep.2017.07.007

Keywords

Random walk; Network; Diffusion; Markov chain; Point process

Funding

  1. JST, CREST [JPMJCR1304]
  2. JST, ERATO, Kawarabayashi Large Graph Project
  3. Actions de Recherche Concertee (ARC) on Mining and Optimization of Big Data Models (Wallonia-Brussels Federation) [14/19-060]
  4. Belgian Network Dynamical Systems, Control, and Optimization (Interuniversity Attraction Poles Programme) [IAP VII/19 - DYSCO]

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Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including diffusion, interactions, and opinions among humans and animals; and can be used to extract information about important entities or dense groups of entities in a network. Random walks have been studied for many decades on both regular lattices and (especially in the last couple of decades) on networks with a variety of structures. In the present article, we survey the theory and applications of random walks on networks, restricting ourselves to simple cases of single and non-adaptive random walkers. We distinguish three main types of random walks: discrete-time random walks, node-centric continuous-time random walks, and edge-centric continuous-time random walks. We first briefly survey random walks on a line, and then we consider random walks on various types of networks. We extensively discuss applications of random walks, including ranking of nodes (e.g., PageRank), community detection, respondent-driven sampling, and opinion models such as voter models. (C) 2017 The Author(s). Published by Elsevier B.V.

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