A polynomial time approximation scheme for computing the supremum of Gaussian processes

We give a polynomial time approximation scheme (PTAS) for computing the supremum of a Gaussian process. That is, given a finite set of vectors $V\subseteq\mathbb{R}^d$, we compute a $(1+\varepsilon)$-factor approximation to $\mathop {\mathbb{E}}_{X\leftarrow\mathcal{N}^d}[\sup_{v\in V}|\langle v,X\rangle|]$ deterministically in time $\operatorname {poly}(d)\cdot|V|^{O_{\varepsilon}(1)}$. Previously, only a constant factor deterministic polynomial time approximation algorithm was known due to the work of Ding, Lee and Peres [Ann. of Math. (2) 175 (2012) 1409-1471]. This answers an open question of Lee (2010) and Ding [Ann. Probab. 42 (2014) 464-496]. The study of supremum of Gaussian processes is of considerable importance in probability with applications in functional analysis, convex geometry, and in light of the recent breakthrough work of Ding, Lee and Peres [Ann. of Math. (2) 175 (2012) 1409-1471], to random walks on finite graphs. As such our result could be of use elsewhere. In particular, combining with the work of Ding [Ann. Probab. 42 (2014) 464-496], our result yields a PTAS for computing the cover time of bounded-degree graphs. Previously, such algorithms were known only for trees. Along the way, we also give an explicit oblivious estimator for semi-norms in Gaussian space with optimal query complexity. Our algorithm and its analysis are elementary in nature, using two classical comparison inequalities, Slepian's lemma and Kanter's lemma.Comment: Published in at http://dx.doi.org/10.1214/13-AAP997 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

A sharp estimate for cover times on binary trees

We compute the second order correction for the cover time of the binary tree of depth $n$ by (continuous-time) random walk, and show that with probability approaching 1 as $n$ increases, \sqrt{\tau_{\mathrm{cov}}}=\sqrt{|E|}[\sqrt{2\log 2}\cdot n - {\log n}/{\sqrt{2\log 2}} + O((\log\logn)^8], thus showing that the second order correction differs from the corresponding one for the maximum of the Gaussian free field on the tree.Comment: 14 pages, no figur

The evolution of the cover time

The cover time of a graph is a celebrated example of a parameter that is easy to approximate using a randomized algorithm, but for which no constant factor deterministic polynomial time approximation is known. A breakthrough due to Kahn, Kim, Lovasz and Vu yielded a (log log n)^2 polynomial time approximation. We refine this upper bound, and show that the resulting bound is sharp and explicitly computable in random graphs. Cooper and Frieze showed that the cover time of the largest component of the Erdos-Renyi random graph G(n,c/n) in the supercritical regime with c>1 fixed, is asymptotic to f(c) n \log^2 n, where f(c) tends to 1 as c tends to 1. However, our new bound implies that the cover time for the critical Erdos-Renyi random graph G(n,1/n) has order n, and shows how the cover time evolves from the critical window to the supercritical phase. Our general estimate also yields the order of the cover time for a variety of other concrete graphs, including critical percolation clusters on the Hamming hypercube {0,1}^n, on high-girth expanders, and on tori Z_n^d for fixed large d. For the graphs we consider, our results show that the blanket time, introduced by Winkler and Zuckerman, is within a constant factor of the cover time. Finally, we prove that for any connected graph, adding an edge can increase the cover time by at most a factor of 4.Comment: 14 pages, to appear in CP