Expected cover time of a cycle 2026-10-05
A simple random walk on a cycle graph of vertices has expected value of its cover time equal to , from any starting vertex. Lift the walk to the integers using the same increments. Its contiguous visited interval covers all residues precisely when it reaches length . Sum the expected time to expand a random-walk range, , using linearity of expectation; no independence of expansion times is needed.
Past exam of the mathematics course of the University of Cambridge 2017 ia Paper 2 12F b Solution Created 2026-09-24 Updated 2026-10-05
The vertices visited by a simple symmetric random walk form an integer interval: nearest-neighbour steps cannot skip a vertex. At the stopping time , write that interval as , with . The walk is at one of its endpoints, because the th new vertex must extend the earlier interval. This also covers , when both endpoints coincide.
The Strong Markov property restarts the walk from this endpoint. Visiting a new vertex is exactly exiting , or reaching or . Translate these absorbing boundaries to . The starting point becomes either or , so the expected duration of symmetric gambler's ruin is in both cases. Taking conditional expectations and then expected values gives the expected time to expand a random-walk range: