Optimal lower bound for the variance of hitting times for simple random walks on graphs

Fuente: arXiv
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Autores principales: Chiclana, Rafael, Peres, Yuval
Formato: Preprint
Publicado: 2023
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author Chiclana, Rafael
Peres, Yuval
author_facet Chiclana, Rafael
Peres, Yuval
contents We study hitting times in simple random walks on graphs, which measure the time required to reach specific target vertices. Our main result establishes a sharp lower bound for the variance of hitting times. For a simple random walk on a graph with $n$ vertices, we prove that the variance of the hitting time from a vertex $x$ to a vertex $y$, denoted $τ_y$, is at least of the order $\mathbb{E}_x(τ_y)^2 / \log n$. When the graph is a tree, we show that $n$ can be replaced by the graph's distance between vertices $x$ and $y$.
format Preprint
id arxiv_https___arxiv_org_abs_2312_07726
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Optimal lower bound for the variance of hitting times for simple random walks on graphs
Chiclana, Rafael
Peres, Yuval
Probability
05C81, 05C05
We study hitting times in simple random walks on graphs, which measure the time required to reach specific target vertices. Our main result establishes a sharp lower bound for the variance of hitting times. For a simple random walk on a graph with $n$ vertices, we prove that the variance of the hitting time from a vertex $x$ to a vertex $y$, denoted $τ_y$, is at least of the order $\mathbb{E}_x(τ_y)^2 / \log n$. When the graph is a tree, we show that $n$ can be replaced by the graph's distance between vertices $x$ and $y$.
title Optimal lower bound for the variance of hitting times for simple random walks on graphs
topic Probability
05C81, 05C05
url https://arxiv.org/abs/2312.07726