  Estimating characteristics of large graphs via sampling is a vital part of
the study of complex networks. Current sampling methods such as (independent)
random vertex and random walks are useful but have drawbacks. Random vertex
sampling may require too many resources (time, bandwidth, or money). Random
walks, which normally require fewer resources per sample, can suffer from large
estimation errors in the presence of disconnected or loosely connected graphs.
In this work we propose a new $m$-dimensional random walk that uses $m$
dependent random walkers. We show that the proposed sampling method, which we
call Frontier sampling, exhibits all of the nice sampling properties of a
regular random walk. At the same time, our simulations over large real world
graphs show that, in the presence of disconnected or loosely connected
components, Frontier sampling exhibits lower estimation errors than regular
random walks. We also show that Frontier sampling is more suitable than random
vertex sampling to sample the tail of the degree distribution of the graph.
