Optimal lower bound for the variance of hitting times for simple random walks on graphs
arxiv(2023)
摘要
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
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.
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