English

Covering a graph with independent walks

Probability 2025-10-30 v3

Abstract

Let PP be an irreducible and reversible transition matrix on a finite state space VV with invariant distribution π\pi. We let kk chains start by choosing independent locations distributed according to π\pi and then they evolve independently according to PP. Let τcov(k)\tau_{\mathrm{cov}}(k) be the first time that every vertex of VV has been visited at least once by at least one chain and let tcov(k)=E[τcov(k)]t_{\rm{cov}}(k)=\mathbb{E}[\tau_{\mathrm{cov}}(k)] with tcov=tcov(1)t_{\rm{cov}}=t_{\rm{cov}}(1). We prove that tcov(k)tcov/kt_{\rm{cov}}(k)\lesssim t_{\rm{cov}}/k. When ktcov/trelk\leq t_{\mathrm{cov}}/t_{\rm{rel}}, where trelt_{\rm{rel}} is the inverse of the spectral gap, we show that this bound is sharp. For ktcov/tmixk\leq t_{\mathrm{cov}}/t_{\rm{mix}} with tmixt_{\rm{mix}} the total variation mixing time of (P+I)/2(P+I)/2 we prove that kmaxx1,,xkEx1,,xk[τcov(k)]tcovk \cdot \max_{x_1,\ldots,x_k}\mathbb{E}_{x_1,\ldots,x_k}[\tau_{\rm{cov}}(k)] \asymp t_{\rm{cov}}.

Keywords

Cite

@article{arxiv.2104.00665,
  title  = {Covering a graph with independent walks},
  author = {Jonathan Hermon and Perla Sousi},
  journal= {arXiv preprint arXiv:2104.00665},
  year   = {2025}
}

Comments

25 pages

R2 v1 2026-06-24T00:47:05.221Z