In this paper, we explore different Markovian random walk strategies on networks with transition probabilities between nodes defined in terms of functions of the Laplacian matrix. We generalize random walk strategies with local information in the Laplacian matrix, that describes the connections of a network, to a dynamic determined by functions of this matrix. The resulting processes are non-local allowing transitions of the random walker from one node to nodes beyond its nearest neighbors. We find that only two types of Laplacian functions are admissible with distinct behaviors for long-range steps in the infinite network limit: type (i) functions generate Brownian motions, type (ii) functions Lévy flights. For this asymptotic long-range step behavior only the lowest non-vanishing order of the Laplacian function is relevant, namely first order for type (i), and fractional order for type (ii) functions.