<?xml version="1.0" encoding="UTF-8" standalone="yes"?><oembed><version><![CDATA[1.0]]></version><provider_name><![CDATA[Azimuth]]></provider_name><provider_url><![CDATA[https://johncarlosbaez.wordpress.com]]></provider_url><author_name><![CDATA[John Baez]]></author_name><author_url><![CDATA[https://johncarlosbaez.wordpress.com/author/johncarlosbaez/]]></author_url><title><![CDATA[Quantum Network Theory (Part&nbsp;2)]]></title><type><![CDATA[link]]></type><html><![CDATA[<p><i>guest post by <b><a href="http://www.azimuthproject.org/azimuth/show/Tomi+Johnson">Tomi Johnson</a></b></i></p>
<p><a href="https://johncarlosbaez.wordpress.com/2013/08/05/quantum-network-theory-part-1/">Last time</a> I told you how a random walk called the &#8216;uniform escape walk&#8217; could be used to analyze a network. In particular, Google uses it to rank nodes. For the case of an undirected network, the steady state of this random walk tells us the <b>degrees</b> of the nodes&#8212;that is, how many edges come out of each node.</p>
<p>Now I&#8217;m going to prove this to you. I&#8217;ll also exploit the connection between this random walk and a <i>quantum</i> walk, also introduced last time. In particular, I&#8217;ll connect the properties of this quantum walk to the degrees of a network by exploiting its relationship with the random walk. </p>
<p>This is pretty useful, considering how tricky these quantum walks can be.  As the parts of the world that we model using quantum mechanics get bigger and have more complicated structures, like biological network, we need all the help in understanding quantum walks that we can get.  So I&#8217;d better start!</p>
<h3> Flashback </h3>
<p>Starting with any (<a href="http://en.wikipedia.org/wiki/Simple_graph#Simple_graph">simple</a>, <a href="http://en.wikipedia.org/wiki/Simple_graph#Graph_classes_in_terms_of_connectivity">connected</a>) graph, we can get an old-fashioned &#8216;stochastic&#8217; random walk on this graph, but also a quantum walk.   The first is the <b>uniform escape stochastic walk</b>, where the walker has an equal probability per time of walking along any edge leaving the node they are standing at.  The second is the related quantum walk we&#8217;re going to study now.  These two walks are generated by two matrices, which we called <img src='https://s0.wp.com/latex.php?latex=S&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S' title='S' class='latex' /> and <img src='https://s0.wp.com/latex.php?latex=Q.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q.' title='Q.' class='latex' />  The good thing is that these matrices are <a href="http://en.wikipedia.org/wiki/Matrix_similarity">similar</a>, in the technical sense.</p>
<p> We studied this <a href="https://johncarlosbaez.wordpress.com/2013/08/05/quantum-network-theory-part-1/">last time</a>, and everything we learned is summarized here:</p>
<div align="center"><a href="http://arxiv.org/abs/1305.6078"><img alt="Diagram outlining the main concepts (again)" src="https://i1.wp.com/www.tomijohnson.co.uk/Images/quantum-stochastic-scheme.png" width="450" /></a></div>
<p>where:</p>
<p>&bull; <img src='https://s0.wp.com/latex.php?latex=G&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='G' title='G' class='latex' /> is a simple graph that specifies</p>
<p>&bull; <img src='https://s0.wp.com/latex.php?latex=A&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='A' title='A' class='latex' /> the adjacency matrix (the generator of a quantum walk) with elements <img src='https://s0.wp.com/latex.php?latex=A_%7Bi+j%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='A_{i j}' title='A_{i j}' class='latex' /> equal to unity if nodes <img src='https://s0.wp.com/latex.php?latex=i&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='i' title='i' class='latex' /> and <img src='https://s0.wp.com/latex.php?latex=j&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='j' title='j' class='latex' /> are connected, and zero otherwise (<img src='https://s0.wp.com/latex.php?latex=A_%7Bi+i%7D+%3D+0&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='A_{i i} = 0' title='A_{i i} = 0' class='latex' />), which subtracted from</p>
<p>&bull; <img src='https://s0.wp.com/latex.php?latex=D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='D' title='D' class='latex' /> the diagonal matrix of degrees <img src='https://s0.wp.com/latex.php?latex=D_%7Bi+i%7D+%3D+%5Csum_j+A_%7Bi+j%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='D_{i i} = &#92;sum_j A_{i j}' title='D_{i i} = &#92;sum_j A_{i j}' class='latex' /> gives</p>
<p>&bull; <img src='https://s0.wp.com/latex.php?latex=L+%3D+D+-+A&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='L = D - A' title='L = D - A' class='latex' /> the symmetric Laplacian (generator of stochastic and quantum walks), which when normalized by <img src='https://s0.wp.com/latex.php?latex=D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='D' title='D' class='latex' /> returns both</p>
<p>&bull; <img src='https://s0.wp.com/latex.php?latex=S+%3D+L+D%5E%7B-1%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S = L D^{-1}' title='S = L D^{-1}' class='latex' /> the generator of the uniform escape stochastic walk and</p>
<p>&bull; <img src='https://s0.wp.com/latex.php?latex=Q+%3D+D%5E%7B-1%2F2%7D+L+D%5E%7B-1%2F2%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q = D^{-1/2} L D^{-1/2}' title='Q = D^{-1/2} L D^{-1/2}' class='latex' /> the quantum walk generator to which it is similar!</p>
<p>Now I hope you remember where we are.  Next I’ll talk you through the mathematics of the uniform escape stochastic walk <img src='https://s0.wp.com/latex.php?latex=S&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S' title='S' class='latex' /> and how it connects to the degrees of the nodes in the large-time limit. Then I’ll show you how this helps us solve aspects of the quantum walk generated by <img src='https://s0.wp.com/latex.php?latex=Q.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q.' title='Q.' class='latex' /></p>
<h3> Stochastic walk </h3>
<p>The uniform escape stochastic walk generated by <img src='https://s0.wp.com/latex.php?latex=S&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S' title='S' class='latex' /> is popular because it has a really useful <b>stationary state</b>.</p>
<div style="background:#fff1f1;border:solid black;border-width:2px 1px;padding:0 1em;margin:0 1em;overflow:auto;">
To recap from <a href="http://math.ucr.edu/home/baez/networks/networks_20.html">Part 20</a> of the <a href="http://math.ucr.edu/home/baez/networks/">network theory</a> series, a <b>stationary state</b> of a stochastic walk is one that does not change in time.  By the master equation </p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B+%5Cfrac%7Bd%7D%7Bd+t%7D+%5Cpsi%28t%29+%3D+-S+%5Cpsi%28t%29%7D+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{ &#92;frac{d}{d t} &#92;psi(t) = -S &#92;psi(t)} ' title='&#92;displaystyle{ &#92;frac{d}{d t} &#92;psi(t) = -S &#92;psi(t)} ' class='latex' /> </p>
<p>the stationary state must be an eigenvector of <img src='https://s0.wp.com/latex.php?latex=S&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S' title='S' class='latex' /> with eigenvalue <img src='https://s0.wp.com/latex.php?latex=0.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='0.' title='0.' class='latex' /></p>
<p>A fantastic pair of theorems hold:</p>
<p>&bull; There is always a unique (up to multiplication by a positive number) positive eigenvector <img src='https://s0.wp.com/latex.php?latex=%5Cpi&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;pi' title='&#92;pi' class='latex' /> of <img src='https://s0.wp.com/latex.php?latex=S&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S' title='S' class='latex' /> with eigenvalue <img src='https://s0.wp.com/latex.php?latex=0.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='0.' title='0.' class='latex' />  That is, there is a <i>unique stationary state</i> <img src='https://s0.wp.com/latex.php?latex=%5Cpi.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;pi.' title='&#92;pi.' class='latex' /></p>
<p>&bull; Regardless of the initial state <img src='https://s0.wp.com/latex.php?latex=%5Cpsi%280%29%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;psi(0),' title='&#92;psi(0),' class='latex' /> any solution of the master equation approaches this stationary state <img src='https://s0.wp.com/latex.php?latex=%5Cpi&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;pi' title='&#92;pi' class='latex' /> in the large-time limit:</p>
<p> <img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B+%5Clim_%7Bt+%5Crightarrow+%5Cinfty%7D+%5Cpsi%28t%29+%3D+%5Cpi+%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{ &#92;lim_{t &#92;rightarrow &#92;infty} &#92;psi(t) = &#92;pi }' title='&#92;displaystyle{ &#92;lim_{t &#92;rightarrow &#92;infty} &#92;psi(t) = &#92;pi }' class='latex' />
</div>
<p>To find this unique stationary state, consider the Laplacian <img src='https://s0.wp.com/latex.php?latex=L%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='L,' title='L,' class='latex' /> which is both infinitesimal stochastic and symmetric. Among other things, this means the rows of <img src='https://s0.wp.com/latex.php?latex=L&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='L' title='L' class='latex' /> sum to zero:</p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B+%5Csum_j+L_%7Bi+j%7D+%3D+0+%7D+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{ &#92;sum_j L_{i j} = 0 } ' title='&#92;displaystyle{ &#92;sum_j L_{i j} = 0 } ' class='latex' /></p>
<p>Thus, the &#8216;all ones&#8217; vector <img src='https://s0.wp.com/latex.php?latex=%5Cmathbf%7B1%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;mathbf{1}' title='&#92;mathbf{1}' class='latex' /> is an eigenvector of <img src='https://s0.wp.com/latex.php?latex=L&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='L' title='L' class='latex' /> with zero eigenvalue:</p>
<p><img src='https://s0.wp.com/latex.php?latex=L+%5Cmathbf%7B1%7D+%3D+0+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='L &#92;mathbf{1} = 0 ' title='L &#92;mathbf{1} = 0 ' class='latex' /></p>
<p>Inserting the identity <img src='https://s0.wp.com/latex.php?latex=I+%3D+D%5E%7B-1%7D+D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='I = D^{-1} D' title='I = D^{-1} D' class='latex' /> into this equation we then find <img src='https://s0.wp.com/latex.php?latex=D+%5Cmathbf%7B1%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='D &#92;mathbf{1}' title='D &#92;mathbf{1}' class='latex' /> is a zero eigenvector of <img src='https://s0.wp.com/latex.php?latex=S&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S' title='S' class='latex' />:</p>
<p><img src='https://s0.wp.com/latex.php?latex=L+%5Cmathbf%7B1%7D+%3D++%28+L+D%5E%7B-1%7D+%29+%28+D+%5Cmathbf%7B1%7D+%29+%3D+S+%28+D+%5Cmathbf%7B1%7D+%29+%3D+0+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='L &#92;mathbf{1} =  ( L D^{-1} ) ( D &#92;mathbf{1} ) = S ( D &#92;mathbf{1} ) = 0 ' title='L &#92;mathbf{1} =  ( L D^{-1} ) ( D &#92;mathbf{1} ) = S ( D &#92;mathbf{1} ) = 0 ' class='latex' /></p>
<p>Therefore we just need to normalize this to get the large-time stationary state of the walk:</p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B+%5Cpi+%3D+%5Cfrac%7BD+%5Cmathbf%7B1%7D%7D%7B%5Csum_i+D_%7Bi+i%7D%7D+%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{ &#92;pi = &#92;frac{D &#92;mathbf{1}}{&#92;sum_i D_{i i}} }' title='&#92;displaystyle{ &#92;pi = &#92;frac{D &#92;mathbf{1}}{&#92;sum_i D_{i i}} }' class='latex' /></p>
<p>If we write <img src='https://s0.wp.com/latex.php?latex=i&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='i' title='i' class='latex' /> for the basis vector that is zero except at the <i>i</i>th node of our graph, and 1 at that node,  the inner product <img src='https://s0.wp.com/latex.php?latex=%5Clangle+i+%2C+%5Cpi+%5Crangle&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;langle i , &#92;pi &#92;rangle' title='&#92;langle i , &#92;pi &#92;rangle' class='latex' /> is large-time probability of finding a walker at that node.  The equation above implies this is proportional to the degree <img src='https://s0.wp.com/latex.php?latex=D_%7Bi+i%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='D_{i i}' title='D_{i i}' class='latex' /> of node <img src='https://s0.wp.com/latex.php?latex=i.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='i.' title='i.' class='latex' /></p>
<p>We can check this for the following graph:</p>
<div align="center">
<img alt="Illustration of a simple graph" src="https://i0.wp.com/www.tomijohnson.co.uk/Images/graph.png" />
</div>
<p>We find that <img src='https://s0.wp.com/latex.php?latex=%5Cpi&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;pi' title='&#92;pi' class='latex' /> is</p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B+%5Cleft%28+%5Cbegin%7Bmatrix%7D+1%2F6+%5C%5C+1%2F6+%5C%5C+1%2F4+%5C%5C+1%2F4+%5C%5C+1%2F6+%5Cend%7Bmatrix%7D+%5Cright%29+%7D+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{ &#92;left( &#92;begin{matrix} 1/6 &#92;&#92; 1/6 &#92;&#92; 1/4 &#92;&#92; 1/4 &#92;&#92; 1/6 &#92;end{matrix} &#92;right) } ' title='&#92;displaystyle{ &#92;left( &#92;begin{matrix} 1/6 &#92;&#92; 1/6 &#92;&#92; 1/4 &#92;&#92; 1/4 &#92;&#92; 1/6 &#92;end{matrix} &#92;right) } ' class='latex' /></p>
<p>which implies large-time probability <img src='https://s0.wp.com/latex.php?latex=1%2F6&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='1/6' title='1/6' class='latex' /> for nodes <img src='https://s0.wp.com/latex.php?latex=1%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='1,' title='1,' class='latex' /> <img src='https://s0.wp.com/latex.php?latex=2&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='2' title='2' class='latex' /> and <img src='https://s0.wp.com/latex.php?latex=5%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='5,' title='5,' class='latex' /> and <img src='https://s0.wp.com/latex.php?latex=1%2F4&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='1/4' title='1/4' class='latex' /> for nodes <img src='https://s0.wp.com/latex.php?latex=3&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='3' title='3' class='latex' /> and <img src='https://s0.wp.com/latex.php?latex=4.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='4.' title='4.' class='latex' /> Comparing this to the original graph, this exactly reflects the arrangement of degrees, as we knew it must. </p>
<p>Math works!</p>
<h3> The quantum walk </h3>
<p>Next up is the quantum walk generated by <img src='https://s0.wp.com/latex.php?latex=Q.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q.' title='Q.' class='latex' /> Not a lot is known about quantum walks on networks of arbitrary geometry, but below we’ll see some analytical results are obtained by exploiting the similarity of <img src='https://s0.wp.com/latex.php?latex=S&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S' title='S' class='latex' /> and <img src='https://s0.wp.com/latex.php?latex=Q.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q.' title='Q.' class='latex' /></p>
<p>Where to start? Well, let&#8217;s start at the bottom, what quantum physicists call the <b>ground state</b>. In contrast to stochastic walks, for a quantum walk every eigenvector <img src='https://s0.wp.com/latex.php?latex=%5Cphi_k&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;phi_k' title='&#92;phi_k' class='latex' /> of <img src='https://s0.wp.com/latex.php?latex=Q&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q' title='Q' class='latex' /> is a stationary state of the quantum walk.  (In Puzzle 5, at the bottom of this page, I ask you to prove this).  The stationary state <img src='https://s0.wp.com/latex.php?latex=%5Cphi_0&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;phi_0' title='&#92;phi_0' class='latex' /> is of particular interest physically and mathematically. Physically, since eigenvectors of the <img src='https://s0.wp.com/latex.php?latex=Q&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q' title='Q' class='latex' /> correspond to states of well-defined energy equal to the associated eigenvalue, <img src='https://s0.wp.com/latex.php?latex=%5Cphi_0&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;phi_0' title='&#92;phi_0' class='latex' /> is the state of lowest energy, energy zero, hence the name &#8216;ground state&#8217;.  (In Puzzle 3, I ask you to prove that all eigenvalues of <img src='https://s0.wp.com/latex.php?latex=Q&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q' title='Q' class='latex' /> are non-negative, so zero really does correspond to the ground state.)</p>
<p>Mathematically, the relationship between eigenvectors implied by the similarity of <img src='https://s0.wp.com/latex.php?latex=S&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S' title='S' class='latex' /> and <img src='https://s0.wp.com/latex.php?latex=Q&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q' title='Q' class='latex' /> means </p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cphi_0+%5Cpropto+D%5E%7B-1%2F2%7D+%5Cpi+%5Cpropto++D%5E%7B1%2F2%7D+%5Cmathbf%7B1%7D+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;phi_0 &#92;propto D^{-1/2} &#92;pi &#92;propto  D^{1/2} &#92;mathbf{1} ' title='&#92;phi_0 &#92;propto D^{-1/2} &#92;pi &#92;propto  D^{1/2} &#92;mathbf{1} ' class='latex' /> </p>
<p>So in the ground state, the probability of our quantum walker being found at node <img src='https://s0.wp.com/latex.php?latex=i&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='i' title='i' class='latex' /> is </p>
<p><img src='https://s0.wp.com/latex.php?latex=%7C+%5Clangle+i+%2C+%5Cphi_0+%5Crangle+%7C%5E2+%5Cpropto+%7C+%5Clangle+i+%2C+D%5E%7B1%2F2%7D+%5Crangle+%5Cmathbf%7B1%7D+%7C%5E2+%3D+D_%7Bi+i%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='| &#92;langle i , &#92;phi_0 &#92;rangle |^2 &#92;propto | &#92;langle i , D^{1/2} &#92;rangle &#92;mathbf{1} |^2 = D_{i i}' title='| &#92;langle i , &#92;phi_0 &#92;rangle |^2 &#92;propto | &#92;langle i , D^{1/2} &#92;rangle &#92;mathbf{1} |^2 = D_{i i}' class='latex' /> </p>
<p>Amazingly, this probability is proportional to the degree and so is exactly the same as <img src='https://s0.wp.com/latex.php?latex=%5Clangle+i+%2C+%5Cpi+%5Crangle%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;langle i , &#92;pi &#92;rangle,' title='&#92;langle i , &#92;pi &#92;rangle,' class='latex' /> the probability in the stationary state <img src='https://s0.wp.com/latex.php?latex=%5Cpi&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;pi' title='&#92;pi' class='latex' /> of the stochastic walk!</p>
<p>In short: a zero energy quantum walk <img src='https://s0.wp.com/latex.php?latex=Q&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q' title='Q' class='latex' /> leads to exactly the same distribution of the walker over the nodes as in the large-time limit of the uniform escape stochastic walk <img src='https://s0.wp.com/latex.php?latex=S.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S.' title='S.' class='latex' />   The classically important notion of degree distribution also plays a role in quantum walks!</p>
<p>This is already pretty exciting.  What else can we say? If you are someone who feels faint at the sight of quantum mechanics, well done for getting this far, but watch out for what&#8217;s coming next. </p>
<p>What if the walker starts in some other initial state? Is there some quantum walk analogue of the unique large-time state of a stochastic walk?</p>
<p>In fact, the quantum walk in general does not converge to a stationary state. But there is a probability distribution that can be thought to characterize the quantum walk in the same way as the large-time state characterizes the stochastic walk. It&#8217;s the <b>large-time average probability vector</b> <img src='https://s0.wp.com/latex.php?latex=P.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='P.' title='P.' class='latex' /></p>
<p>If you didn&#8217;t know the time that had passed since the beginning of a quantum walk, then the best estimate for the probability of your measuring the walker to be at node <img src='https://s0.wp.com/latex.php?latex=i&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='i' title='i' class='latex' /> would be the large-time average probability</p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B+%5Clangle+i+%2C+P+%5Crangle+%3D+%5Clim_%7BT+%5Crightarrow+%5Cinfty%7D+%5Cfrac%7B1%7D%7BT%7D+%5Cint_0%5ET+%7C+%5Cpsi_i+%28t%29+%7C%5E2+d+t+%7D++&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{ &#92;langle i , P &#92;rangle = &#92;lim_{T &#92;rightarrow &#92;infty} &#92;frac{1}{T} &#92;int_0^T | &#92;psi_i (t) |^2 d t }  ' title='&#92;displaystyle{ &#92;langle i , P &#92;rangle = &#92;lim_{T &#92;rightarrow &#92;infty} &#92;frac{1}{T} &#92;int_0^T | &#92;psi_i (t) |^2 d t }  ' class='latex' /></p>
<p>There’s a bit that we can do to simplify this expression. As usual in quantum mechanics, let&#8217;s start with the trick of diagonalizing <img src='https://s0.wp.com/latex.php?latex=Q.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q.' title='Q.' class='latex' />  This amounts to writing </p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B++Q%3D+%5Csum_k+%5Cepsilon_k+%5CPhi_k+%7D+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{  Q= &#92;sum_k &#92;epsilon_k &#92;Phi_k } ' title='&#92;displaystyle{  Q= &#92;sum_k &#92;epsilon_k &#92;Phi_k } ' class='latex' /></p>
<p>where <img src='https://s0.wp.com/latex.php?latex=%5CPhi_k&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;Phi_k' title='&#92;Phi_k' class='latex' /> are projectors onto the eigenvectors <img src='https://s0.wp.com/latex.php?latex=%5Cphi_k&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;phi_k' title='&#92;phi_k' class='latex' /> of <img src='https://s0.wp.com/latex.php?latex=Q%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q,' title='Q,' class='latex' /> and <img src='https://s0.wp.com/latex.php?latex=%5Cepsilon_k&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;epsilon_k' title='&#92;epsilon_k' class='latex' /> are the corresponding eigenvalues of <img src='https://s0.wp.com/latex.php?latex=Q.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q.' title='Q.' class='latex' />  If we insert this equation into</p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cpsi%28t%29++%3D+e%5E%7B-Q+t%7D+%5Cpsi%280%29+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;psi(t)  = e^{-Q t} &#92;psi(0) ' title='&#92;psi(t)  = e^{-Q t} &#92;psi(0) ' class='latex' /> </p>
<p>we get </p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B++%5Cpsi%28t%29++%3D+%5Csum_k+e%5E%7B-%5Cepsilon_k+t%7D+%5CPhi_k+%5Cpsi%280%29+%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{  &#92;psi(t)  = &#92;sum_k e^{-&#92;epsilon_k t} &#92;Phi_k &#92;psi(0) }' title='&#92;displaystyle{  &#92;psi(t)  = &#92;sum_k e^{-&#92;epsilon_k t} &#92;Phi_k &#92;psi(0) }' class='latex' /></p>
<p>and thus</p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B+%5Clangle+i+%2C+P+%5Crangle+%3D+%5Clim_%7BT+%5Crightarrow+%5Cinfty%7D+%5Cfrac%7B1%7D%7BT%7D+%5Cint_0%5ET+%7C+%5Csum_k+e%5E%7B-i+%5Cepsilon_k+t%7D+%5Clangle+i%2C+%5CPhi_k+%5Cpsi+%280%29+%5Crangle+%7C%5E2+d+t+%7D+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{ &#92;langle i , P &#92;rangle = &#92;lim_{T &#92;rightarrow &#92;infty} &#92;frac{1}{T} &#92;int_0^T | &#92;sum_k e^{-i &#92;epsilon_k t} &#92;langle i, &#92;Phi_k &#92;psi (0) &#92;rangle |^2 d t } ' title='&#92;displaystyle{ &#92;langle i , P &#92;rangle = &#92;lim_{T &#92;rightarrow &#92;infty} &#92;frac{1}{T} &#92;int_0^T | &#92;sum_k e^{-i &#92;epsilon_k t} &#92;langle i, &#92;Phi_k &#92;psi (0) &#92;rangle |^2 d t } ' class='latex' /></p>
<p>Due to the integral over all time, the interference between terms corresponding to different eigenvalues averages to zero, leaving:</p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B+%5Clangle+i+%2C+P+%5Crangle+%3D+%5Csum_k+%7C+%5Clangle+i%2C+%5CPhi_k+%5Cpsi%280%29+%5Crangle+%7C%5E2+%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{ &#92;langle i , P &#92;rangle = &#92;sum_k | &#92;langle i, &#92;Phi_k &#92;psi(0) &#92;rangle |^2 }' title='&#92;displaystyle{ &#92;langle i , P &#92;rangle = &#92;sum_k | &#92;langle i, &#92;Phi_k &#92;psi(0) &#92;rangle |^2 }' class='latex' /></p>
<p>The large-time average probability is then the sum of terms contributed by the projections of the initial state onto each eigenspace.</p>
<p>So we have a distribution that characterizes a quantum walk for a general initial state, but it&#8217;s a complicated beast. What can we say about it?</p>
<p>Our best hope of understanding the large-time average probability is through the term <img src='https://s0.wp.com/latex.php?latex=%7C+%5Clangle+i%2C+%5CPhi_0+%5Cpsi+%280%29+%5Crangle+%7C%5E2+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='| &#92;langle i, &#92;Phi_0 &#92;psi (0) &#92;rangle |^2 ' title='| &#92;langle i, &#92;Phi_0 &#92;psi (0) &#92;rangle |^2 ' class='latex' />  associated with the zero energy eigenspace, since we know everything about this space.</p>
<p>For example, we know the zero energy eigenspace is one-dimensional and spanned by the eigenvector <img src='https://s0.wp.com/latex.php?latex=%5Cphi_0.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;phi_0.' title='&#92;phi_0.' class='latex' /> This means that the projector is just the usual outer product</p>
<p><img src='https://s0.wp.com/latex.php?latex=%5CPhi_0+%3D+%7C+%5Cphi_0+%5Crangle+%5Clangle+%5Cphi_0+%7C+%3D+%5Cphi_0+%5Cphi_0%5E%5Cdagger+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;Phi_0 = | &#92;phi_0 &#92;rangle &#92;langle &#92;phi_0 | = &#92;phi_0 &#92;phi_0^&#92;dagger ' title='&#92;Phi_0 = | &#92;phi_0 &#92;rangle &#92;langle &#92;phi_0 | = &#92;phi_0 &#92;phi_0^&#92;dagger ' class='latex' /></p>
<p>where we have normalized <img src='https://s0.wp.com/latex.php?latex=%5Cphi_0&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;phi_0' title='&#92;phi_0' class='latex' /> according to the inner product <img src='https://s0.wp.com/latex.php?latex=%5Clangle+%5Cphi_0%2C+%5Cphi_0%5Crangle+%3D+1.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;langle &#92;phi_0, &#92;phi_0&#92;rangle = 1.' title='&#92;langle &#92;phi_0, &#92;phi_0&#92;rangle = 1.' class='latex' /> (If you&#8217;re wondering why I&#8217;m using all these angled brackets, well, they&#8217;re a notation named after <a href="http://en.wikipedia.org/wiki/Bra–ket_notation">Dirac</a> that is adored by quantum physicists.)</p>
<p>The zero eigenspace contribution to the large-time average probability then breaks nicely into two:</p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cbegin%7Barray%7D%7Bccl%7D+%7C+%5Clangle+i%2C+%5CPhi_0+%5Cpsi+%280%29+%5Crangle+%7C%5E2+%26%3D%26+%7C+%5Clangle+i%2C+%5Cphi_0%5Crangle+%5C%3B+%5Clangle+%5Cphi_0%2C++%5Cpsi+%280%29+%5Crangle+%7C%5E2++%5C%5C++%5C%5C++%26%3D%26+%7C+%5Clangle+i%2C+%5Cphi_0%5Crangle+%7C%5E2+%5C%3B+%7C+%5Clangle+%5Cphi_0+%2C+%5Cpsi+%280%29+%5Crangle+%7C%5E2+%5C%5C+++%5C%5C++%26%3D%26+%5Clangle+i+%2C++%5Cpi+%5Crangle+%5C%3B+%7C+%5Clangle+%5Cphi_0+%2C++%5Cpsi+%280%29+%5Crangle+%7C%5E2+%5Cend%7Barray%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;begin{array}{ccl} | &#92;langle i, &#92;Phi_0 &#92;psi (0) &#92;rangle |^2 &amp;=&amp; | &#92;langle i, &#92;phi_0&#92;rangle &#92;; &#92;langle &#92;phi_0,  &#92;psi (0) &#92;rangle |^2  &#92;&#92;  &#92;&#92;  &amp;=&amp; | &#92;langle i, &#92;phi_0&#92;rangle |^2 &#92;; | &#92;langle &#92;phi_0 , &#92;psi (0) &#92;rangle |^2 &#92;&#92;   &#92;&#92;  &amp;=&amp; &#92;langle i ,  &#92;pi &#92;rangle &#92;; | &#92;langle &#92;phi_0 ,  &#92;psi (0) &#92;rangle |^2 &#92;end{array}' title='&#92;begin{array}{ccl} | &#92;langle i, &#92;Phi_0 &#92;psi (0) &#92;rangle |^2 &amp;=&amp; | &#92;langle i, &#92;phi_0&#92;rangle &#92;; &#92;langle &#92;phi_0,  &#92;psi (0) &#92;rangle |^2  &#92;&#92;  &#92;&#92;  &amp;=&amp; | &#92;langle i, &#92;phi_0&#92;rangle |^2 &#92;; | &#92;langle &#92;phi_0 , &#92;psi (0) &#92;rangle |^2 &#92;&#92;   &#92;&#92;  &amp;=&amp; &#92;langle i ,  &#92;pi &#92;rangle &#92;; | &#92;langle &#92;phi_0 ,  &#92;psi (0) &#92;rangle |^2 &#92;end{array}' class='latex' /></p>
<p>This is just the product of two probabilities:</p>
<p>&bull; first, the probability <img src='https://s0.wp.com/latex.php?latex=%5Clangle+i+%2C+%5Cpi+%5Crangle&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;langle i , &#92;pi &#92;rangle' title='&#92;langle i , &#92;pi &#92;rangle' class='latex' /> for a quantum state in the zero energy eigenspace to be at node <img src='https://s0.wp.com/latex.php?latex=i%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='i,' title='i,' class='latex' /> as we found above, </p>
<p>and</p>
<p>&bull; second, the probability <img src='https://s0.wp.com/latex.php?latex=%7C+%5Clangle+%5Cphi_0%2C+%5Cpsi+%280%29%5Crangle+%7C%5E2&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='| &#92;langle &#92;phi_0, &#92;psi (0)&#92;rangle |^2' title='| &#92;langle &#92;phi_0, &#92;psi (0)&#92;rangle |^2' class='latex' /> of being in this eigenspace to begin with.   (Remember, in quantum mechanics the probability of measuring the system to have an energy is the modulus squared of the projection of the state onto the associated eigenspace, which for the one-dimensional zero energy eigenspace means just the inner product with the ground state.)</p>
<p>This is all we need to say something interesting about the large-time average probability for all states.  We&#8217;ve basically shown that we can break the large-time probability vector <img src='https://s0.wp.com/latex.php?latex=P&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='P' title='P' class='latex' /> into a sum of two normalized probability vectors:</p>
<p><img src='https://s0.wp.com/latex.php?latex=P+%3D+%281-+%5Ceta%29+%5Cpi+%2B+%5Ceta+%5COmega+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='P = (1- &#92;eta) &#92;pi + &#92;eta &#92;Omega ' title='P = (1- &#92;eta) &#92;pi + &#92;eta &#92;Omega ' class='latex' /></p>
<p>the first <img src='https://s0.wp.com/latex.php?latex=%5Cpi&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;pi' title='&#92;pi' class='latex' /> being the stochastic stationary state associated with the zero energy eigenspace, and the second $\Omega$ associated with the higher energy eigenspaces, with </p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B+%5Clangle+i+%2C+%5COmega+%5Crangle+%3D+%5Cfrac%7B+%5Csum_%7Bk%5Cneq+0%7D+%7C+%5Clangle+i%2C+%5CPhi_k++%5Cpsi+%280%29+%5Crangle+%7C%5E2++%7D%7B+%5Ceta%7D+%7D+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{ &#92;langle i , &#92;Omega &#92;rangle = &#92;frac{ &#92;sum_{k&#92;neq 0} | &#92;langle i, &#92;Phi_k  &#92;psi (0) &#92;rangle |^2  }{ &#92;eta} } ' title='&#92;displaystyle{ &#92;langle i , &#92;Omega &#92;rangle = &#92;frac{ &#92;sum_{k&#92;neq 0} | &#92;langle i, &#92;Phi_k  &#92;psi (0) &#92;rangle |^2  }{ &#92;eta} } ' class='latex' /></p>
<p>The weight of each term is governed by the parameter</p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Ceta+%3D++1+-+%7C+%5Clangle+%5Cphi_0%2C+%5Cpsi+%280%29%5Crangle+%7C%5E2+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;eta =  1 - | &#92;langle &#92;phi_0, &#92;psi (0)&#92;rangle |^2 ' title='&#92;eta =  1 - | &#92;langle &#92;phi_0, &#92;psi (0)&#92;rangle |^2 ' class='latex' /></p>
<p>which you could think of as the <b>quantumness</b> of the result. This is one minus the probability of the walker being in the zero energy eigenspace, or equivalently the probability of the walker being outside the zero energy eigenspace.</p>
<p>So even if we don&#8217;t know <img src='https://s0.wp.com/latex.php?latex=%5COmega%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;Omega,' title='&#92;Omega,' class='latex' /> we know its importance is controlled by a parameter <img src='https://s0.wp.com/latex.php?latex=%5Ceta&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;eta' title='&#92;eta' class='latex' /> that governs how close the large-time average distribution <img src='https://s0.wp.com/latex.php?latex=P&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='P' title='P' class='latex' /> of the quantum walk is to the corresponding stochastic stationary distribution <img src='https://s0.wp.com/latex.php?latex=%5Cpi.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;pi.' title='&#92;pi.' class='latex' /> </p>
<p>What do we mean by &#8216;close&#8217;? Find out for yourself:</p>
<p><b>Puzzle 1.</b> Show, using a triangle inequality, that the <a href="http://en.wikipedia.org/wiki/Trace_distance">trace distance</a> between the two characteristic stochastic and quantum distributions <img src='https://s0.wp.com/latex.php?latex=%5C%7B+%5Clangle+i+%2C+P+%5Crangle+%5C%7D_i&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;{ &#92;langle i , P &#92;rangle &#92;}_i' title='&#92;{ &#92;langle i , P &#92;rangle &#92;}_i' class='latex' /> and <img src='https://s0.wp.com/latex.php?latex=%5C%7B+%5Clangle+i+%2C+%5Cpi+%5Crangle+%5C%7D_i&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;{ &#92;langle i , &#92;pi &#92;rangle &#92;}_i' title='&#92;{ &#92;langle i , &#92;pi &#92;rangle &#92;}_i' class='latex' /> is upper-bounded by <img src='https://s0.wp.com/latex.php?latex=2+%5Ceta.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='2 &#92;eta.' title='2 &#92;eta.' class='latex' /></p>
<p>Can we say anything physical about when the quantumness <img src='https://s0.wp.com/latex.php?latex=%5Ceta&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;eta' title='&#92;eta' class='latex' /> is big or small?</p>
<p>Because the eigenvalues of <img src='https://s0.wp.com/latex.php?latex=Q&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q' title='Q' class='latex' /> have a physical interpretation in terms of energy, the answer is yes. The quantumness <img src='https://s0.wp.com/latex.php?latex=%5Ceta&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;eta' title='&#92;eta' class='latex' /> is the probability of being outside the zero energy state. Call the next lowest eigenvalue <img src='https://s0.wp.com/latex.php?latex=%5CDelta+%3D+%5Cmin_%7Bk+%5Cneq+0%7D+%5Cepsilon_k&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;Delta = &#92;min_{k &#92;neq 0} &#92;epsilon_k' title='&#92;Delta = &#92;min_{k &#92;neq 0} &#92;epsilon_k' class='latex' /> the <b>energy gap</b>. If the quantum walk is not in the zero energy eigenspace then it must be in an eigenspace of energy greater or equal to <img src='https://s0.wp.com/latex.php?latex=%5CDelta.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;Delta.' title='&#92;Delta.' class='latex' /> Therefore the expected energy <img src='https://s0.wp.com/latex.php?latex=E&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='E' title='E' class='latex' /> of the quantum walker must bound the quantumness <img src='https://s0.wp.com/latex.php?latex=E+%5Cge+%5Ceta+%5CDelta.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='E &#92;ge &#92;eta &#92;Delta.' title='E &#92;ge &#92;eta &#92;Delta.' class='latex' /></p>
<p>This tells us that a quantum walk with a low energy is similar to a stochastic walk in the large-time limit.  We already knew this was <i>exactly</i> true in the zero energy limit, but this result goes further.</p>
<p>So little is known about quantum walks on networks of arbitrary geometry that we were very pleased to find this result.  It says there is a special case in which the walk is characterized by the degree distribution of the network, and a clear physical parameter that bounds how far the walk is from this special case.</p>
<p>Also, in finding it we learned that the difficulties of the initial state dependence, enhanced by the lack of convergence to a stationary state, could be overcome for a quantum walk, and that the relationships between quantum and stochastic walks extend beyond those with shared generators.</p>
<h3> What next? </h3>
<p>That’s all for the latest bit of idea sharing at the interface between stochastic and quantum systems.</p>
<p>I hope I’ve piqued your interest about quantum walks. There’s so much still left to work out about this topic, and your help is needed!</p>
<p>Other questions we have include: What holds analytically about the form of the quantum correction? Numerically it is known that the so-called quantum correction <img src='https://s0.wp.com/latex.php?latex=%5COmega&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;Omega' title='&#92;Omega' class='latex' /> tends to enhance the probability of being found on nodes of low degree compared to <img src='https://s0.wp.com/latex.php?latex=%5Cpi.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;pi.' title='&#92;pi.' class='latex' />  Can someone explain why? What happens if a small amount of stochastic noise is added to a quantum walk? Or a lot of noise?</p>
<p>It’s difficult to know who is best placed to answer these questions: experts in quantum physics, graph theory, complex networks or stochastic processes? I suspect it’ll take a bit of help from everyone. </p>
<h3> Background reading </h3>
<p>A couple of textbooks with comprehensive sections on non-negative matrices and continuous-time stochastic processes are:</p>
<p>&bull; Peter Lancaster and Miron Tismenetsky, <a href="http://en.wikipedia.org/wiki/Special:BookSources/9780124355606#Online_text"><i>The Theory of Matrices: with Applications</i></a>, 2nd edition, Academic Press, San Diego, 1985.</p>
<p>&bull; James R. Norris, <a href="http://en.wikipedia.org/wiki/Special:BookSources/9780521633963#Online_text"><i>Markov Chains</i></a>, Cambridge University Press, Cambridge, 1997.</p>
<p>There is, of course, the book that arose from the Azimuth <a href="http://math.ucr.edu/home/baez/networks/">network theory series</a>, which considers several relationships between quantum and stochastic processes on networks: </p>
<p>&bull; John Baez and Jacob Biamonte, <a href="http://math.ucr.edu/home/baez/stoch_stable.pdf"><i>A Course on Quantum Techniques for Stochastic Mechanics</i></a>, 2012.</p>
<p>Another couple of books on complex networks are:</p>
<p>&bull; Mark Newman, <a href="http://en.wikipedia.org/wiki/Special:BookSources/9780199206650#Online_text"><i>Networks: An Introduction</i></a>, Oxford University Press, Oxford, 2010.</p>
<p>&bull; Ernesto Estrada, <a href="http://en.wikipedia.org/wiki/Special:BookSources/9780199591756#Online_text"><i>The Structure of Complex Networks: Theory and Applications</i></a>, Oxford University Press, Oxford, 2011. Note that the <a href="http://fds.oup.com/www.oup.com/pdf/13/9780199591756_chapter1.pdf">first chapter</a> is available free online.</p>
<p>There are plenty more useful references in our article on this topic:</p>
<p>&bull; Mauro Faccin, Tomi Johnson, Jacob Biamonte, Sabre Kais and Piotr Migda&#322;, <a href="http://arxiv.org/abs/1305.6078">Degree distribution in quantum walks on complex networks</a>.</p>
<h3> Puzzles for the enthusiastic </h3>
<p>Sadly I didn&#8217;t have space to show proofs of all the theorems I used. So here are a few puzzles that guide you to doing the proofs for yourself:</p>
<h4> Stochastic walks and stationary states </h4>
<p><b>Puzzle 2.</b> (For the hard core.) Prove there is always a unique positive eigenvector for a stochastic walk generated by <img src='https://s0.wp.com/latex.php?latex=S.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S.' title='S.' class='latex' /> You’ll need the assumption that the graph <img src='https://s0.wp.com/latex.php?latex=G&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='G' title='G' class='latex' /> is connected. It&#8217;s not simple, and you’ll probably need help from a book, perhaps one of those above by Lancaster and Tismenetsky, and Norris.</p>
<p><b>Puzzle 3.</b> Show that the eigenvalues of <img src='https://s0.wp.com/latex.php?latex=S&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S' title='S' class='latex' /> (and therefore <img src='https://s0.wp.com/latex.php?latex=Q&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='Q' title='Q' class='latex' />) are non-negative.  A good way to start this proof is to apply the <a href="http://en.wikipedia.org/wiki/Perron–Frobenius_theorem">Perron-Frobenius theorem</a> to the non-negative matrix <img src='https://s0.wp.com/latex.php?latex=M+%3D+-+S+%2B+I+%5Cmax_i+S_%7Bi+i%7D.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='M = - S + I &#92;max_i S_{i i}.' title='M = - S + I &#92;max_i S_{i i}.' class='latex' /> This implies that <img src='https://s0.wp.com/latex.php?latex=M&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='M' title='M' class='latex' /> has a positive eigenvalue <img src='https://s0.wp.com/latex.php?latex=r&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='r' title='r' class='latex' /> equal to its <b>spectral radius</b></p>
<p><img src='https://s0.wp.com/latex.php?latex=r+%3D+%5Cmax_k+%7C+%5Clambda_k+%7C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='r = &#92;max_k | &#92;lambda_k |' title='r = &#92;max_k | &#92;lambda_k |' class='latex' /> </p>
<p>where <img src='https://s0.wp.com/latex.php?latex=%5Clambda_k&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;lambda_k' title='&#92;lambda_k' class='latex' /> are the eigenvalues of <img src='https://s0.wp.com/latex.php?latex=M%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='M,' title='M,' class='latex' /> and the associated eigenvector <img src='https://s0.wp.com/latex.php?latex=v&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='v' title='v' class='latex' /> is positive.  Since <img src='https://s0.wp.com/latex.php?latex=S+%3D+-+M+%2B+I+%5Cmax_i+S_%7Bi+i%7D%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S = - M + I &#92;max_i S_{i i},' title='S = - M + I &#92;max_i S_{i i},' class='latex' /> it follows that <img src='https://s0.wp.com/latex.php?latex=S&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S' title='S' class='latex' /> shares the eigenvectors of <img src='https://s0.wp.com/latex.php?latex=M&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='M' title='M' class='latex' /> and the associated eigenvalues are related by inverted translation:</p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cepsilon_k+%3D+-+%5Clambda_k+%2B+%5Cmax_i+S_%7Bi+i%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;epsilon_k = - &#92;lambda_k + &#92;max_i S_{i i}' title='&#92;epsilon_k = - &#92;lambda_k + &#92;max_i S_{i i}' class='latex' /></p>
<p><b>Puzzle 4.</b> Prove that regardless of the initial state <img src='https://s0.wp.com/latex.php?latex=%5Cpsi%280%29%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;psi(0),' title='&#92;psi(0),' class='latex' /> the zero eigenvector <img src='https://s0.wp.com/latex.php?latex=%5Cpi&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;pi' title='&#92;pi' class='latex' /> is obtained in the large-time limit <img src='https://s0.wp.com/latex.php?latex=%5Clim_%7Bt+%5Crightarrow+%5Cinfty%7D+%5Cpsi%28t%29+%3D+%5Cpi&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;lim_{t &#92;rightarrow &#92;infty} &#92;psi(t) = &#92;pi' title='&#92;lim_{t &#92;rightarrow &#92;infty} &#92;psi(t) = &#92;pi' class='latex' /> of the walk generated by <img src='https://s0.wp.com/latex.php?latex=S.&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S.' title='S.' class='latex' /> This breaks down into two parts:</p>
<p><b>(a)</b> Using the approach from Puzzle 5, to show that <img src='https://s0.wp.com/latex.php?latex=S+v++%3D+%5Cepsilon_v+v%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S v  = &#92;epsilon_v v,' title='S v  = &#92;epsilon_v v,' class='latex' /> the positivity of <img src='https://s0.wp.com/latex.php?latex=v&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='v' title='v' class='latex' /> and the infinitesimal stochastic property <img src='https://s0.wp.com/latex.php?latex=%5Csum_i+S_%7Bi+j%7D+%3D+0&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;sum_i S_{i j} = 0' title='&#92;sum_i S_{i j} = 0' class='latex' /> imply that <img src='https://s0.wp.com/latex.php?latex=%5Cepsilon_v+%3D+%5Cepsilon_0+%3D+0&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;epsilon_v = &#92;epsilon_0 = 0' title='&#92;epsilon_v = &#92;epsilon_0 = 0' class='latex' /> and thus <img src='https://s0.wp.com/latex.php?latex=v+%3D+%5Cpi&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='v = &#92;pi' title='v = &#92;pi' class='latex' /> is actually the unique zero eigenvector and stationary state of <img src='https://s0.wp.com/latex.php?latex=S&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S' title='S' class='latex' /> (its uniqueness follows from puzzle 4, you don’t need to re-prove it).</p>
<p><b>(b)</b> By inserting the decomposition <img src='https://s0.wp.com/latex.php?latex=S+%3D+%5Csum_k+%5Cepsilon_k+%5CPi_k+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S = &#92;sum_k &#92;epsilon_k &#92;Pi_k ' title='S = &#92;sum_k &#92;epsilon_k &#92;Pi_k ' class='latex' /> into <img src='https://s0.wp.com/latex.php?latex=e%5E%7B-S+t%7D+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='e^{-S t} ' title='e^{-S t} ' class='latex' /> and using the result of puzzle 5, complete the proof.</p>
<p>(Though I ask you to use the diagonalizability of <img src='https://s0.wp.com/latex.php?latex=S%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='S,' title='S,' class='latex' /> the main results still hold if the generator is irreducible but not diagonalizable.)</p>
<h4> Quantum walks </h4>
<p>Here are a couple of extra puzzles for those of you interested in quantum mechanics:</p>
<p><b>Puzzle 5.</b> In quantum mechanics, probabilities are given by the moduli squared of amplitudes, so multiplying a state by a number of modulus unity has no physical effect. By inserting </p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B+Q%3D+%5Csum_k+%5Cepsilon_k+%5CPhi_k+%7D&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;displaystyle{ Q= &#92;sum_k &#92;epsilon_k &#92;Phi_k }' title='&#92;displaystyle{ Q= &#92;sum_k &#92;epsilon_k &#92;Phi_k }' class='latex' /> </p>
<p>into the quantum time evolution matrix <img src='https://s0.wp.com/latex.php?latex=e%5E%7B-Q+t%7D%2C&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='e^{-Q t},' title='e^{-Q t},' class='latex' /> show that if </p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cpsi%280%29+%3D+%5Cphi_k&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;psi(0) = &#92;phi_k' title='&#92;psi(0) = &#92;phi_k' class='latex' /> </p>
<p>then </p>
<p><img src='https://s0.wp.com/latex.php?latex=%5Cpsi%28t%29++%3D+e%5E%7B+-+i+%5Cepsilon_k+t%7D+%5Cpsi%280%29&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;psi(t)  = e^{ - i &#92;epsilon_k t} &#92;psi(0)' title='&#92;psi(t)  = e^{ - i &#92;epsilon_k t} &#92;psi(0)' class='latex' /> </p>
<p>hence <img src='https://s0.wp.com/latex.php?latex=%5Cphi_k&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;phi_k' title='&#92;phi_k' class='latex' /> is a stationary state in the quantum sense, as probabilities don&#8217;t change in time.</p>
<p><b>Puzzle 6.</b> By expanding the initial state <img src='https://s0.wp.com/latex.php?latex=%5Cpsi%280%29&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;psi(0)' title='&#92;psi(0)' class='latex' /> in terms of the complete orthogonal basis vectors <img src='https://s0.wp.com/latex.php?latex=%5Cphi_k+&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;phi_k ' title='&#92;phi_k ' class='latex' /> show that for a quantum walk <img src='https://s0.wp.com/latex.php?latex=%5Cpsi%28t%29&#038;bg=ffffff&#038;fg=000&#038;s=0' alt='&#92;psi(t)' title='&#92;psi(t)' class='latex' /> never converges to a stationary state unless it began in one.</p>
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