Solution (source code)

= Solution

Only even times contribute, and at time $2k$ the walk is at zero exactly when it has made $k$ steps in each direction. By <linearity of expectation>,
$$
\mathbb E(V_{2n})
=\sum_{j=0}^{2n}\mathbb P(S_j=0)
=\sum_{k=0}^n\frac{\binom{2k}{k}}{4^k}.
$$
The <Stirling formula> implies that
$$
\frac{\binom{2k}{k}}{4^k}\sim\frac1{\sqrt{\pi k}}.
$$
Hence there is a constant $c_0>0$ such that this term is at least $c_0/\sqrt{k}$ for every $k\geq1$, after decreasing $c_0$ to cover the finitely many small values. Therefore
$$
\mathbb E(V_{2n})
\geq c_0\sum_{k=1}^n\frac1{\sqrt{k}}
\geq c_0\int_1^{n+1}x^{-1/2}\,dx.
$$
The final expression is $2c_0(\sqrt{n+1}-1)$, so, after another adjustment for small $n$, there is a constant $c>0$ with
$$
\boxed{\mathbb E(V_{2n})\geq c\sqrt n}
$$
for every $n$. This is the lower bound recorded by <expected visits to the origin by a simple random walk>.