Suppose a nonnegative stopping time and constants , satisfy on . Take to be a positive integer in discrete time. Then
On the surviving event, conditional survival is at most . The tower property of conditional expectation therefore gives
Induction proves the geometric bound. Partitioning the tail integral into intervals of length then gives ; in discrete time, group the tail sum into successive integer indices instead. This proves finite expected hitting times when every surviving state has a uniform positive chance of escaping within a fixed time. It works in discrete or continuous time without assuming independence of successive survival events.
For simple random walk on two disjoint complete graphs of size joined through one new vertex , let be the expected hitting time of from either vertex attached to , and the expected hitting time from any other clique vertex. First-step analysis gives and , so and . The expected hitting time from is zero. In discrete time the random walk is an aperiodic Markov chain only for .
Use simple random walk on the loopless undirected unweighted graph, with transition probability to each graph neighbour, and take . Set . Returns to before visiting do not end the commute. After its first visit to , stop at the subsequent first visit to , so . Count transitions with departure times , including the final step arriving at . The expected hitting times are finite: in a finite connected graph there is a uniformly positive probability to reach any fixed target within a fixed number of steps, giving a geometric tail bound.
We prove the needed killed-walk occupation voltage identity from its visit balance equation. Define
For , counting arrivals before absorption gives
Hence, for the Graph Laplacian , we have away from . Since the sum of all Laplacian coordinates is zero, . Thus is the electrical voltage of a unit flow from to , grounded at , and .
Construct for the opposite killed leg. It satisfies and . Therefore . The harmonic maximum principle on a finite graph makes constant: at a maximum its value equals the average over its graph neighbours, forcing all of them to share that value, and connectedness propagates it. At the constant equals .
For any oriented edge , each visit to before the target hit produces a transition to with conditional probability . The expected traversals during the first killed leg are therefore , and those during the second leg are by the Strong Markov property at . This proves directed edge occupation in a random-walk commute:
In particular, both directions of every unoriented edge have this same expected value, although their counts on an individual commute need not coincide. Summing over the directed edges also recovers the commute time identity .
The distinct-terminal convention is necessary for the printed “returns” interpretation. If and is the first positive return, a graph with two graph vertices and one edge gives while . Thus either take , as intended, or explicitly define the degenerate commute as . A general nonuniform random walk is not covered by the unweighted simple-walk formula.
Let interchange the two complete graphs, sending to and fixing . This involution preserves the transition matrix of the simple random walk. A mirror coupling under an involution starts at , keeps until the hitting time of , and then makes the two walks move identically. Each coordinate has the correct transition probabilities, and they coalesce precisely at . The coupling inequality for total variation gives
There is a genuine error in the printed expected hitting time bound, as well as an unspecified initial law. For , write and for . From every clique vertex there is a positive chance of reaching within two steps, uniformly over the finite state space for each fixed , so has finite expected value. First-step analysis, using the degree of a vertex at and at the other clique vertices, gives
Solving these linear equations yields
In particular even the attachment vertex exceeds the printed bound by one. The valid uniform replacement is , the hitting time of the bridge vertex between two cliques formula.
We must also handle arbitrary starting states, including , before applying the mirror argument. Identify related vertices and consider the lumped Markov chain on . Its transition matrix has for , , for and , and , with all other entries zero. Here the row for only ranges over .
For and , direct two-step calculation gives
All these entries are at least . Thus for every , where is the uniform distribution on a finite set and . This is a Doeblin condition. At each two-step block couple the two quotient endpoints to the same sample from with probability , using the residual probability distributions otherwise. The first successful block has expected value at most , so the alignment time has . Lift each endpoint coupling of probability distributions to the original walks by their conditional two-step path laws; this preserves every marginal path law. The success test uses fresh block randomness and so permits restarting the walks with their original transition matrix at the aligned endpoints.
At alignment the original walks are equal or related. Use identical transitions in the first case and the mirror coupling under an involution in the second. The resulting coalescing coupling has coalescence time satisfying for every pair of initial states. Therefore Markov inequality and the pairwise mixing diameter imply
For the hint's particular starting states, the quotient one-step laws from two different clique indices have a common component of mass at least : for two ordinary indices it is ; for one attachment index it is . A maximal coupling therefore aligns those indices with probability , as suggested. The two-step argument above additionally covers .
The nonlazy walk is an aperiodic Markov chain for , because the connected graph contains a triangle. For it is a periodic Markov chain on a bipartite graph; each bipartition class has stationary mass , and the walk stays on a single class at each time. Hence and the mixing time is infinite. The asymptotic conclusion is valid for .
Until the walk first reaches , it is the simple random walk on a path of length with reflection at the endpoint . If is the expected hitting time of from the vertex at distance from , then
Solving this second-difference equation gives . Therefore
Let be the expected hitting time of state . For , first-step analysis gives
With this becomes
The minimal nonnegative solution has
so
Equivalently, Kac's lemma gives . A first step from either returns immediately with probability or moves to with probability , so
Substituting gives the same result.
Let . First-step analysis gives
and, because state moves to or remains at with equal probabilities,
The last equation gives . Substitution into the second gives , and the first then gives . Hence
These are the expected hitting times of the absorbing state.
Uniform decreasing Markov chain Created 2026-10-05 Updated 2026-10-06
On , make an absorbing state and let each state move uniformly to . Its expected hitting time of , allowing zero time when started at , is . First-step analysis gives ; subtracting consecutive recurrences yields and hence the formula.