Holroyd's interval hitting-time conjecture for finite Markov chains

From papers

Let XX be a Markov chain with finite state space SS, where S=n|S|=n, and let xx and yy be any two states. Holroyd's interval hitting-time conjecture. For all t>nt>n,

Px(tτ(y)t+n)=O(nt).\mathbf{P}_x(t\leq\tau(y)\leq t+n)=O\left(\frac{n}{t}\right).

This conjecture asks for an interval bound on hitting-time probabilities without the periodicity present in the paper's extremal example. It is attributed to Holroyd and is presented as an open question; no resolution is given in the source.

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Sources & referencesView supporting material

Primary source

James Norris, Yuval Peres and Alex Zhai, “Surprise probabilities in Markov chains”, arXiv:1408.0822 (2014).

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