Random walk closeness centrality is a measure of centrality in a network, which describes the average speed with which randomly walking processes reach a node from other nodes of the network. It is similar to the closeness centrality except that the farness is measured by the expected length of a random walk rather than by the shortest path. The concept was first proposed by White and Smyth (2003) under the name Markov centrality.
Intuition Consider a network with a finite number of nodes and a random walk process that starts in a certain node and proceeds from node to node along the edges. From each node, it chooses randomly the edge to be followed. In an unweighted network, the probability of choosing a certain edge is equal across all available edges, while in a weighted network it is proportional to the edge weights. A node is considered to be close to other nodes, if the random walk process initiated from any node of the network arrives to this particular node in relatively few steps on average.
Definition Consider a weighted network – either directed or undirected – with n nodes denoted by j=1, …, n; and a random walk process on this network with a transition matrix M. The m i j {\displaystyle m_{ij}} element of M describes the probability of the random walker that has reached node i, proceeds directly to node j. These probabilities are defined in the following way.
m i j = a i j ∑ k = 1 n a i k {\displaystyle m_{ij}={\frac {a_{ij}}{\sum _{k=1}^{n}a_{ik}}}}
where a i j {\displaystyle a_{ij}} is the (i,j)th element of the weighting matrix A of the network. When there is no edge between two nodes, the corresponding element of the A matrix is zero. The random walk closeness centrality of a node i is the inverse of the average mean first passage time to that node:
C i R W C = n ∑ j = 1 n H ( j , i ) {\displaystyle C_{i}^{RWC}={\frac {n}{\sum _{j=1}^{n}H(j,i)}}}
where H ( j , i ) {\displaystyle H(j,i)} is the mean first passage time from node j to node i.
Mean first passage time The mean first passage time from node i to node j is the expected number of steps it takes for the process to reach node j from node i for the first time:
H ( i , j ) = ∑ r = 1 ∞ r P ( i , j , r ) {\displaystyle H(i,j)=\sum _{r=1}^{\infty }rP(i,j,r)}
where P(i,j,r) denotes the probability that it takes exactly r steps to reach j from i for the first time. To calculate these probabilities of reaching a node for the first time in r steps, it is useful to regard the target node as an absorbing one, and introduce a transformation of M by deleting its j-th row and column and denoting it by M − j {\displaystyle M_{-j}} . As the probability of a process starting at i and being in k after r-1 steps is simply given by the (i,k)th element of M − j r − 1 {\displaystyle M_{-j}^{r-1}} , P(i,j,r) can be expressed as
P ( i , j , r ) = ∑ k ≠ j ( ( M − j r − 1 ) ) i k m k j {\displaystyle P(i,j,r)=\sum _{k\neq j}((M_{-j}^{r-1}))_{ik}m_{kj}}
Substituting this into the expression for mean first passage time yields
H ( i , j ) = ∑ r = 1 ∞ r ∑ k ≠ j ( ( M − j r − 1 ) ) i k m k j {\displaystyle H(i,j)=\sum _{r=1}^{\infty }r\sum _{k\neq j}((M_{-j}^{r-1}))_{ik}m_{kj}}
Using the formula for the summation of geometric series for matrices yields
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