Random Walks and the Regeneration Time

Published in Journal of Graph Theory, 1997

A. Beveridge and L. Lovász, Random Walks and the Regeneration Time, Journal of Graph Theory 29 (1998), 57-62.

Preprint link: [https://github.com/mathbeveridge/mathbeveridge.github.io/blob/master/files/regen.pdf]

Consider a random walk on a graph $G$. We want to stop the random walk at certain times (using an optimal stopping rule) to obtain independent samples from a given distribution $\rho$ on the nodes. For an undirected graph, the expected time between consecutive samples is maximized by a distribution equally divided between two nodes, and so the worst expected time is $1/4$ of the maximum commute time between two nodes. In the directed case, the expected time for this distribution is within a factor of 2 of the maximum.