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Exponential concentration of cover times Alex Zhai - - PowerPoint PPT Presentation

Exponential concentration of cover times Alex Zhai (azhai@stanford.edu) May 17, 2015 Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 1 / 27 Outline Part I: Preliminaries Effective resistance and Gaussian


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Exponential concentration of cover times

Alex Zhai (azhai@stanford.edu) May 17, 2015

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 1 / 27

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Outline

Part I: Preliminaries

Effective resistance and Gaussian free fields Ray-Knight theorems

Part II: Application to cover times Part III: Stochastic domination in the generalized 2nd Ray-Knight theorem

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 2 / 27

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Part I: Preliminaries

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 3 / 27

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Our setting

G = (V , E) a simple graph, and fix a starting vertex v0 ∈ V .

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 4 / 27

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Our setting

G = (V , E) a simple graph, and fix a starting vertex v0 ∈ V . We consider continuous time random walks X = {Xt}t∈R+ started at v0:

same as usual simple random walk, except time between jumps is a standard exponential random variable Xt denotes the vertex you’re on at time t

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 4 / 27

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Our setting

G = (V , E) a simple graph, and fix a starting vertex v0 ∈ V . We consider continuous time random walks X = {Xt}t∈R+ started at v0:

same as usual simple random walk, except time between jumps is a standard exponential random variable Xt denotes the vertex you’re on at time t

Define

cover time τcov = the first time all vertices are visited at least once hitting time τhit(x, y) = the first time walk started at x visits y

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 4 / 27

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Effective resistance

For any x, y ∈ V , imagine all the edges are unit resistors and we connect the ends of a battery to x and y.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 5 / 27

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Effective resistance

For any x, y ∈ V , imagine all the edges are unit resistors and we connect the ends of a battery to x and y. Then, define Reff(x, y) = effective resistance between x and y

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 5 / 27

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Effective resistance

For any x, y ∈ V , imagine all the edges are unit resistors and we connect the ends of a battery to x and y. Then, define Reff(x, y) = effective resistance between x and y We can compute Reff(x, y) by solving for a function f : V → R such that ∆f (z) =    1 if z = x −1 if z = y

  • therwise

Then Reff(x, y) = f (y) − f (x).

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 5 / 27

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Effective resistance

For any x, y ∈ V , imagine all the edges are unit resistors and we connect the ends of a battery to x and y. Then, define Reff(x, y) = effective resistance between x and y We can compute Reff(x, y) by solving for a function f : V → R such that ∆f (z) =    1 if z = x −1 if z = y

  • therwise

Then Reff(x, y) = f (y) − f (x). Commute time identity: Eτhit(x, y) + Eτhit(y, x) 2 = |E| · Reff(x, y).

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 5 / 27

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Gaussian free field: definition

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 6 / 27

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Gaussian free field: definition

For a graph G = (V , E), the Gaussian free field (GFF) η is a multivariate Gaussian: coordinates ηv indexed by v ∈ V , with ηv0 = 0

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 6 / 27

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Gaussian free field: definition

For a graph G = (V , E), the Gaussian free field (GFF) η is a multivariate Gaussian: coordinates ηv indexed by v ∈ V , with ηv0 = 0 for f ∈ RV with fv0 = 0, [probability of f ] ∝ exp  −1 2

  • (x,y)∈E

(fx − fy)2  

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 6 / 27

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Gaussian free field: definition

For a graph G = (V , E), the Gaussian free field (GFF) η is a multivariate Gaussian: coordinates ηv indexed by v ∈ V , with ηv0 = 0 for f ∈ RV with fv0 = 0, [probability of f ] ∝ exp  −1 2

  • (x,y)∈E

(fx − fy)2   equivalently, E (ηx − ηy)2 = Reff(x, y) (note: Eη2

x = Reff(x, v0))

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 6 / 27

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Gaussian free field: example

Below is a realization of the GFF on a discrete 2D lattice:

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 7 / 27

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Gaussian free field: example

Let {Bt}t≥0 be a Brownian motion. GFF of a path is η = (0 = B0, B1, . . . , Bn) .

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 8 / 27

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Local times

Reminder: G = (V , E) a graph and Xt a continuous time random walk.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 9 / 27

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Local times

Reminder: G = (V , E) a graph and Xt a continuous time random walk. For x ∈ V and s ∈ R+, define local time Ls(x) = 1 deg(x) s 1 (Xs′ = x) ds′ = 1 deg(x) (time spent by r.w. at x up to time s) .

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 9 / 27

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Return times

For any t > 0, define τ +(t) = inf{s ≥ 0 : Ls(v0) ≥ t} = first time that v0 accumulates local time t.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 10 / 27

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Return times

For any t > 0, define τ +(t) = inf{s ≥ 0 : Ls(v0) ≥ t} = first time that v0 accumulates local time t. Remark: τ +

1 deg(v0)

  • is like the return time of a discrete time

random walk.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 10 / 27

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Return times

For any t > 0, define τ +(t) = inf{s ≥ 0 : Ls(v0) ≥ t} = first time that v0 accumulates local time t. Remark: τ +

1 deg(v0)

  • is like the return time of a discrete time

random walk. We have Eτ +(t) = 2|E| · t. (Analogous to expected return time being equal to inverse stationary probability.)

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 10 / 27

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Generalized 2nd Ray-Knight theorem

Theorem (Generalized Second Ray-Knight Theorem) Let X be a continuous time random walk, and let η and η′ be GFFs with X and η independent. Then, for any t > 0,

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

law

= 1 2

  • η′

x +

√ 2t 2

x∈V

.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 11 / 27

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Generalized 2nd Ray-Knight theorem

Theorem (Generalized Second Ray-Knight Theorem) Let X be a continuous time random walk, and let η and η′ be GFFs with X and η independent. Then, for any t > 0,

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

law

= 1 2

  • η′

x +

√ 2t 2

x∈V

. Above theorem due to Eisenbaum-Kaspi-Marcus-Rosen-Shi.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 11 / 27

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Generalized 2nd Ray-Knight theorem

Theorem (Generalized Second Ray-Knight Theorem) Let X be a continuous time random walk, and let η and η′ be GFFs with X and η independent. Then, for any t > 0,

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

law

= 1 2

  • η′

x +

√ 2t 2

x∈V

. Above theorem due to Eisenbaum-Kaspi-Marcus-Rosen-Shi. Similar/related theorems by Ray, Knight, Dynkin, Le Jan, Sznitman, and

  • thers.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 11 / 27

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Part II: Application to cover times

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 12 / 27

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Gaussian isoperimetric inequality

Theorem (Borell and Sudakov-Tsirelson) Let η = {ηi}i∈I be any centered multivariate Gaussian with Eη2

i ≤ σ2 for

each i. Let X = sup

i∈I

ηi. Then, P (|X − EX| > s · σ) ≤ 2 (1 − Φ(s)) , where Φ is the Gaussian CDF. In other words, the maximum (or minimum) of a Gaussian process is at least as concentrated as a Gaussian.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 13 / 27

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Fluctuations of the GFF

Define R = max

x,y∈V Reff(x, y) ≥ max x∈V Eη2 x

M = E max

v∈V ηv = −E min v∈V ηv.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 14 / 27

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Fluctuations of the GFF

Define R = max

x,y∈V Reff(x, y) ≥ max x∈V Eη2 x

M = E max

v∈V ηv = −E min v∈V ηv.

Thus, maxv∈V ηv has mean M and fluctuations of order √ R.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 14 / 27

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Fluctuations of the GFF

Define R = max

x,y∈V Reff(x, y) ≥ max x∈V Eη2 x

M = E max

v∈V ηv = −E min v∈V ηv.

Thus, maxv∈V ηv has mean M and fluctuations of order √ R. In many cases, √ R ≪ M.

e.g. complete graph, discrete torus, regular trees doesn’t hold for case of a path

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 14 / 27

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Connection to cover times

Theorem (generalized Ray-Knight)

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

law

= 1 2

  • η′

x +

√ 2t 2

x∈V

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 15 / 27

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Connection to cover times

Theorem (generalized Ray-Knight)

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

law

= 1 2

  • η′

x +

√ 2t 2

x∈V

Main observation (Ding-Lee-Peres): τ +(t) < τcov ⇐ ⇒

  • ne of the Lτ +(t)(x) is 0

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 15 / 27

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Connection to cover times

Theorem (generalized Ray-Knight)

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

law

= 1 2

  • η′

x +

√ 2t 2

x∈V

Main observation (Ding-Lee-Peres): 2|E| · t ≈ τ +(t) < τcov ⇐ ⇒

  • ne of the Lτ +(t)(x) is 0

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 15 / 27

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Connection to cover times

Theorem (generalized Ray-Knight)

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

law

= 1 2

  • η′

x +

√ 2t 2

x∈V

Main observation (Ding-Lee-Peres): 2|E| · t ≈ τ +(t) < τcov ⇐ ⇒

  • ne of the Lτ +(t)(x) is 0

“ ⇐ ⇒ ”

  • ne of the
  • η′

x +

√ 2t

  • is small

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 15 / 27

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Connection to cover times

Theorem (generalized Ray-Knight)

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

law

= 1 2

  • η′

x +

√ 2t 2

x∈V

Main observation (Ding-Lee-Peres): 2|E| · t ≈ τ +(t) < τcov ⇐ ⇒

  • ne of the Lτ +(t)(x) is 0

“ ⇐ ⇒ ”

  • ne of the
  • η′

x +

√ 2t

  • is small

“ ⇐ ⇒ ” E minx∈V η′

x < −

√ 2t

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 15 / 27

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Connection to cover times

Theorem (generalized Ray-Knight)

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

law

= 1 2

  • η′

x +

√ 2t 2

x∈V

Main observation (Ding-Lee-Peres): 2|E| · t ≈ τ +(t) < τcov ⇐ ⇒

  • ne of the Lτ +(t)(x) is 0

“ ⇐ ⇒ ”

  • ne of the
  • η′

x +

√ 2t

  • is small

“ ⇐ ⇒ ” E minx∈V η′

x < −

√ 2t Theorem (Ding-Lee-Peres) Eτcov ≍ |E| ·

  • −E min

x∈V η′ x

2 = |E| · M2.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 15 / 27

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Statement of the concentration bound

Theorem (Z., following conjecture of Ding) There are universal constants c and C such that P

  • τcov − |E|M2
  • ≥ |E|(

√ λR · M + λR)

  • ≤ Ce−cλ

for any λ ≥ C.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 16 / 27

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Statement of the concentration bound

Theorem (Z., following conjecture of Ding) There are universal constants c and C such that P

  • τcov − |E|M2
  • ≥ |E|(

√ λR · M + λR)

  • ≤ Ce−cλ

for any λ ≥ C. Recall: max

x,y∈V Eτhit(x, y) ≍ |E| · R

and Eτcov ≍ |E| · M2.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 16 / 27

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Statement of the concentration bound

Theorem (Z., following conjecture of Ding) There are universal constants c and C such that P

  • τcov − |E|M2
  • ≥ |E|(

√ λR · M + λR)

  • ≤ Ce−cλ

for any λ ≥ C. Recall: max

x,y∈V Eτhit(x, y) ≍ |E| · R

and Eτcov ≍ |E| · M2. Thus, Eτcov ∼ |E| · M2 whenever max

x,y∈V Eτhit(x, y) ≪ Eτcov.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 16 / 27

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Statement of the concentration bound

Theorem (Z., following conjecture of Ding) There are universal constants c and C such that P

  • τcov − |E|M2
  • ≥ |E|(

√ λR · M + λR)

  • ≤ Ce−cλ

for any λ ≥ C. Recall: max

x,y∈V Eτhit(x, y) ≍ |E| · R

and Eτcov ≍ |E| · M2. Thus, Eτcov ∼ |E| · M2 whenever max

x,y∈V Eτhit(x, y) ≪ Eτcov.

(Ding proved for trees and bounded degree graphs.)

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 16 / 27

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Upper bound (following Ding-Lee-Peres)

Ax = Lτ +(t)(x) + 1 2η2

x,

Bx = 1 2

  • η′

x +

√ 2t 2 . Suppose P

  • Lτ +(t)(x) = 0 for some x
  • is large.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 17 / 27

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Upper bound (following Ding-Lee-Peres)

Ax = Lτ +(t)(x) + 1 2η2

x,

Bx = 1 2

  • η′

x +

√ 2t 2 . Suppose P

  • Lτ +(t)(x) = 0 for some x
  • is large. Then,

P

  • min

x∈V Ax < R

  • ≥ P
  • Lτ +(t)(x) = 0 for some x
  • · P
  • η2

x < R

  • ≥0.5

is large,

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 17 / 27

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Upper bound (following Ding-Lee-Peres)

Ax = Lτ +(t)(x) + 1 2η2

x,

Bx = 1 2

  • η′

x +

√ 2t 2 . Suppose P

  • Lτ +(t)(x) = 0 for some x
  • is large. Then,

P

  • min

x∈V Ax < R

  • ≥ P
  • Lτ +(t)(x) = 0 for some x
  • · P
  • η2

x < R

  • ≥0.5

is large, so P

  • min

x∈V Bx < R

  • = P
  • min

x∈V Ax < R

  • is large,

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 17 / 27

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Upper bound (following Ding-Lee-Peres)

Ax = Lτ +(t)(x) + 1 2η2

x,

Bx = 1 2

  • η′

x +

√ 2t 2 . Suppose P

  • Lτ +(t)(x) = 0 for some x
  • is large. Then,

P

  • min

x∈V Ax < R

  • ≥ P
  • Lτ +(t)(x) = 0 for some x
  • · P
  • η2

x < R

  • ≥0.5

is large, so P

  • min

x∈V Bx < R

  • = P
  • min

x∈V Ax < R

  • is large, which means

√ 2t can’t be much more than M.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 17 / 27

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Lower bound (following Ding)

Ax = Lτ +(t)(x) + 1 2η2

x,

Bx = 1 2

  • η′

x +

√ 2t 2 . Suppose √ 2t < M − C √ R.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 18 / 27

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Lower bound (following Ding)

Ax = Lτ +(t)(x) + 1 2η2

x,

Bx = 1 2

  • η′

x +

√ 2t 2 . Suppose √ 2t < M − C √

  • R. Then

P

  • min

x∈V η′ x +

√ 2t < 0

  • = P
  • min

x∈V η′ x < −M + C

√ R

  • is large (for C large, think e.g. C = 10)...

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 18 / 27

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Lower bound (following Ding)

Ax = Lτ +(t)(x) + 1 2η2

x,

Bx = 1 2

  • η′

x +

√ 2t 2 . Suppose √ 2t < M − C √

  • R. Then

P

  • min

x∈V η′ x +

√ 2t < 0

  • = P
  • min

x∈V η′ x < −M + C

√ R

  • is large (for C large, think e.g. C = 10)... and

η′

x +

√ 2t < 0 for some x “ = ⇒ ” Lτ +(t)(x) = 0.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 18 / 27

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Lower bound (following Ding)

Ax = Lτ +(t)(x) + 1 2η2

x,

Bx = 1 2

  • η′

x +

√ 2t 2 . Suppose √ 2t < M − C √

  • R. Then

P

  • min

x∈V η′ x +

√ 2t < 0

  • = P
  • min

x∈V η′ x < −M + C

√ R

  • is large (for C large, think e.g. C = 10)... and

η′

x +

√ 2t < 0 for some x “ = ⇒ ” Lτ +(t)(x) = 0. Important missing step: how to make “ = ⇒ ” rigorous.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 18 / 27

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Concentration of cover times: recap

The transition point of whether Lτ +(t)(x) > 0 for all x ∈ V

  • ccurs around

√ 2t ≈ M = ⇒ t ≈ 1

2M2.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 19 / 27

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Concentration of cover times: recap

The transition point of whether Lτ +(t)(x) > 0 for all x ∈ V

  • ccurs around

√ 2t ≈ M = ⇒ t ≈ 1

2M2.

τ +(t) is concentrated around its expectation 2|E| · t as long as R ≪ t, so τcov ≈ τ + 1 2M2

  • ≈ |E| · M2.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 19 / 27

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Concentration of cover times: recap

The transition point of whether Lτ +(t)(x) > 0 for all x ∈ V

  • ccurs around

√ 2t ≈ M = ⇒ t ≈ 1

2M2.

τ +(t) is concentrated around its expectation 2|E| · t as long as R ≪ t, so τcov ≈ τ + 1 2M2

  • ≈ |E| · M2.

But still need “important missing step”.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 19 / 27

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Part III: Stochastic domination in the generalized 2nd Ray-Knight theorem

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 20 / 27

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Stochastic domination in the second Ray-Knight theorem

Theorem (variant of theorem of Lupu, conjectured by Ding) We have

  • Lτ +(t)(x) : x ∈ V
  • 1

√ 2

  • max
  • η′

x +

√ 2t, 0

  • : x ∈ V
  • ,

where denotes stochastic domination.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 21 / 27

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A graph refinement

Random walk step can be simulated by random walk on refined graph:

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 22 / 27

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A graph refinement

Random walk step can be simulated by random walk on refined graph:

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 22 / 27

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A graph refinement

Random walk step can be simulated by random walk on refined graph: Refined walk visits x a Geom(n) number of times before going to y or z with equal probability

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 22 / 27

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A graph refinement

Random walk step can be simulated by random walk on refined graph: Refined walk visits x a Geom(n) number of times before going to y or z with equal probability = ⇒ time spent at x is still exponential

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 22 / 27

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A graph refinement

The GFFs are also related in a natural way: effective resistances (= GFF covariances) are multiplied by n.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 23 / 27

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Metric graphs

The limiting object as n → ∞ is known as a metric graph.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 24 / 27

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Metric graphs

The limiting object as n → ∞ is known as a metric graph. In the limit: random walk is a “Brownian motion on edges”. GFF has same law as original graph (up to scaling), with Brownian bridges on edges

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 24 / 27

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Proof of stochastic domination

Artificially construct a coupling of random walk X and GFFs η and η′ on the metric graph so that

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

= 1 2

  • η′

x +

√ 2t 2

x∈V

.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 25 / 27

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Proof of stochastic domination

Artificially construct a coupling of random walk X and GFFs η and η′ on the metric graph so that

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

= 1 2

  • η′

x +

√ 2t 2

x∈V

. Let U = {set on which Lτ +(t)(x) > 0}. Claim: U is (a.s.) connected.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 25 / 27

slide-62
SLIDE 62

Proof of stochastic domination

Artificially construct a coupling of random walk X and GFFs η and η′ on the metric graph so that

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

= 1 2

  • η′

x +

√ 2t 2

x∈V

. Let U = {set on which Lτ +(t)(x) > 0}. Claim: U is (a.s.) connected. η′

x +

√ 2t = 0 forces Lτ +(t)(x) = 0

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 25 / 27

slide-63
SLIDE 63

Proof of stochastic domination

Artificially construct a coupling of random walk X and GFFs η and η′ on the metric graph so that

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

= 1 2

  • η′

x +

√ 2t 2

x∈V

. Let U = {set on which Lτ +(t)(x) > 0}. Claim: U is (a.s.) connected. η′

x +

√ 2t = 0 forces Lτ +(t)(x) = 0 η′

x +

√ 2t can’t change signs on U and is positive at x = v0

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 25 / 27

slide-64
SLIDE 64

Some open questions

Theorem (generalized Ray-Knight)

  • Lτ +(t)(x) + 1

2η2

x

  • x∈V

law

= 1 2

  • η′

x +

√ 2t 2

x∈V

Only known proofs are by moment calculations. Can we give an explicit coupling? Can be understood relatively well when graph is a path or tree. What about a cycle?

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 26 / 27

slide-65
SLIDE 65

References

  • J. Ding. Asymptotics of cover times via Gaussian free fields:

Bounded-degree graphs and general trees. Annals of Probability 42 (2), 464–496 (2014).

  • J. Ding, J. Lee, and Y. Peres. Cover times, blanket times, and

majorizing measures. Annals of Mathematics 175 (3), 1409–1471 (2012).

  • T. Lupu. From loop clusters and random interlacement to the free
  • field. Preprint arXiv:1402.0298.
  • M. B. Marcus and J. Rosen. Markov Processes, Gaussian Processes,

and Local Times. Cambridge Studies in Advanced Mathematics 100. Cambridge Univ. Press (2006).

  • A. Zhai. Exponential concentration of cover times. Preprint

arXiv:1407.7617.

Alex Zhai (azhai@stanford.edu) Exponential concentration of cover times May 17, 2015 27 / 27