Aug 2026· Proceedings of the 32nd ACM SIGKDD Conference on Knowledge Discovery and Data Mining V.2· pp. 3585-3596· 0 citations· 32 references
Abstract
Extreme events play a central role in networked stochastic processes, governing the fastest information spreading, quickest search, and earliest arrival in many real-world systems. In this paper, we develop a unified short-time framework for extreme reachability of continuous-time random walks on networks. We show that both the many-walker limit and the frequent-resetting limit are controlled by the short-time asymptotics of the first-passage time distribution, which is determined by the network's shortest-path structure and transition rates. By introducing an instantaneous arrival intensity based on shortest-path contributions, we derive explicit scaling laws for extreme first-passage times and demonstrate that these seemingly distinct regimes are governed by the same underlying network quantity. Our framework reveals a universal mechanism by which network topology shapes extreme events in continuous-time dynamics, independent of long-time diffusion properties. We further propose an efficient method to compute the short-time arrival intensity on large networks and validate our predictions on both synthetic and real-world graphs. The results provide a principled basis for quantifying extreme reachability, fastest search, and robustness under restarting in networked systems.
A novel technique called conditional-path Monte Carlo (CPMC), inspired by loop algorithms from equilibrium condensed-matter physics, which generates a Markov chain of trajectories that all strictly respect the targeted macroscopic boundary conditions like the occurrence of a massive network failure.
Jiazheng Sun, James Moody, Thomas Barthel· 1 citation
Piecewise diffusion Markov processes (PDifMPs) are valuable for modelling systems where continuous dynamics are interrupted by sudden shifts and/or changes in drift and diffusion. The first-passage time (FPT) in such models plays a central role in understanding when a process first reaches a critical boundary. In many...
Sascha Desmettre, Devika Khurana, A. Meddah· Journal of Scientific Comput...· 0 citations
This paper provides the rigorous mathematical foundations and algorithmic details underlying the CPMC framework, and details a dynamic programming scheme to exactly implement complex boundary conditions - including patient-zero and macroscopic outbreak-size constraints - enabling the rejection-free generation of valid...
Thomas Barthel, Jiazheng Sun, Jhao-Hong Peng· 1 citation
We investigate the persistence of most probable paths through the Onsager--Machlup functional for multidimensional stochastic differential equations driven by fractional Brownian motion with time-dependent diffusion coefficients and Hurst parameter $H\in(1/4,1)$. Under suitable structural and variational conditions, de...
Extreme epidemic risk is controlled by the right tail of the outbreak-size distribution, but this distribution is generally unknown for non-Markovian spreading on networks. Here we determine this distribution by mapping non-Markovian SIR dynamics to an effective Markovian description. We show that arbitrary infection a...
Extreme first-passage events are broadly relevant to biological, chemical, and physical processes in which the first successful arrival determines the outcome. Existing theories are confined to noninteracting searchers. Interacting extreme-statistics problems are notoriously difficult because correlations destroy proba...
Ruicheng Bao· 0 citations
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