A second-order random walk on a graph or network is a random walk where transition probabilities depend not only on the present node but also on the previous one. A notable example is the non-backtracking random walk, where the walker is not allowed to revisit a node in one step. Second-order random walks can model physical diffusion phenomena in a more realistic way than traditional random walks and have been very successfully used in various network mining and machine-learning settings. However, numerous questions are still open for this type of stochastic processes. In this work, we extend well-known results concerning mean hitting and return times of standard random walks to the second-order case. In particular, we provide simple formulas that allow us to compute these numbers by solving suitable systems of linear equations. Moreover, by introducing the ‘pullback’ first-order stochastic process of a second-order random walk, we provide second-order versions of the renowned Kac’s and Random Target Lemmas.
