Optimal lower bound for the variance of hitting times for simple random walks on graphs
Probability
2024-03-25 v2
Abstract
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 vertices, we prove that the variance of the hitting time from a vertex to a vertex , denoted , is at least of the order . When the graph is a tree, we show that can be replaced by the graph's distance between vertices and .
Cite
@article{arxiv.2312.07726,
title = {Optimal lower bound for the variance of hitting times for simple random walks on graphs},
author = {Rafael Chiclana and Yuval Peres},
journal= {arXiv preprint arXiv:2312.07726},
year = {2024}
}
Comments
There is an error in the Proof of Theorem 1.2