Loop-erased Random Walk - Definition

Definition

Assume G is some graph and is some path of length n on G. In other words, are vertices of G such that and are neighbors. Then the loop erasure of is a new simple path created by erasing all the loops of in chronological order. Formally, we define indices inductively using

where "max" here means up to the length of the path . The induction stops when for some we have . Assume this happens at J i.e. is the last . Then the loop erasure of, denoted by is a simple path of length J defined by

Now let G be some graph, let v be a vertex of G, and let R be a random walk on G starting from v. Let T be some stopping time for R. Then the loop-erased random walk until time T is LE(R). In other words, take R from its beginning until T — that's a (random) path — erase all the loops in chronological order as above — you get a random simple path.

The stopping time T may be fixed, i.e. one may perform n steps and then loop-erase. However, it is usually more natural to take T to be the hitting time in some set. For example, let G be the graph Z2 and let R be a random walk starting from the point (0,0). Let T be the time when R first hits the circle of radius 100 (we mean here of course a discretized circle). LE(R) is called the loop-erased random walk starting at (0,0) and stopped at the circle.

Read more about this topic:  Loop-erased Random Walk

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