A Chernoff Bound for Random Walks on Expander Graphs

  • Authors:

  • David Gillman

  • Affiliations:

  • -

  • Venue:
  • SIAM Journal on Computing
  • Year:
  • 1998

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Abstract

We consider a finite random walk on a weighted graph G; we show that the fraction of time spent in a set of vertices A converges to the stationary probability $\pi (A)$ with error probability exponentially small in the length of the random walk and the square of the size of the deviation from $\pi (A)$. The exponential bound is in terms of the expansion of G and improves previous results of [D. Aldous, Probab. Engrg. Inform. Sci., 1 (1987), pp. 33--46], [L. Lovász and M. Simonovits, {\it Random Structures Algorithms}, 4 (1993), pp. 359--412], [M. Ajtai, J. Komlós, and E. Szemerédi, Deterministic simulation of logspace, in Proc. 19th ACM Symp. on Theory of Computing, 1987].We show that taking the sample average from one trajectory gives a more efficient estimate of $\pi (A)$ than the standard method of generating independent sample points from several trajectories. Using this more efficient sampling method, we improve the algorithms of Jerrum and Sinclair for approximating the number of perfect matchings in a dense graph and for approximating the partition function of a ferromagnetic Ising system, and we give an efficient algorithm to estimate the entropy of a random walk on an unweighted graph.