English

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 nn vertices, we prove that the variance of the hitting time from a vertex xx to a vertex yy, denoted τy\tau_y, is at least of the order Ex(τy)2/logn\mathbb{E}_x(\tau_y)^2 / \log n. When the graph is a tree, we show that nn can be replaced by the graph's distance between vertices xx and yy.

Keywords

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