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Stationary diffusion on nonnegatively curved graphs

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Abstract

Lazy random walk on a bounded-degree graph of nonnegative Ollivier–Ricci curvature has diffusive second moment and Gaussian upper tails when started in stationarity. If the maximum degree is DD, then Ed(X0,Xn)2≤4Dn\mathbb E d(X_0,X_n)^2\le4Dn, with optimal order of dependence on DD. The results also hold for stationary random rooted infinite graphs. The proof combines known heat-kernel total-variation decay with a reversible energy identity for the conditional mean displacement. Its exponential form controls variation between starting vertices; martingale concentration then controls the walk itself.

Introduction

Background and the source problem

A lazy random walk on a cycle travels an expected distance of at most n/2\sqrt{n/2} in nn steps, independently of the length of the cycle. Indeed, lift the walk to the integers: its increments have mean zero and variance 1/21/2, so Cauchy–Schwarz bounds its expected absolute position by n/2\sqrt{n/2}, and projection to the cycle can only decrease distance. On an infinite regular tree of degree at least three, the excess of outward directions instead creates a positive drift away from the starting vertex. Bounded degree by itself therefore does not force diffusive motion. A geometric condition is needed.

Ollivier–Ricci curvature measures how the local geometry affects two nearby walks. Run one lazy step from each of two neighboring vertices. The curvature is nonnegative if the steps can be chosen dependently, while preserving each walk’s transition law, so that their expected distance is at most one. Such a joint choice is called a coupling. Iterating these couplings keeps the expected separation from increasing. This discrete transport formulation of curvature was introduced by Ollivier [6, 7]; it is related to path coupling [9] and to the graph-curvature definition of Lin, Lu and Yau [8]. The condition compares two moving walks. It does not immediately bound either walk’s distance from its fixed starting point.

Throughout the paper, GG is a connected undirected graph, dd is graph distance, and PP is the lazy random-walk kernel: with probability 1/21/2 the walk stays put, and otherwise it follows a uniformly chosen incident edge. Loops and multiple edges are permitted; the precise convention is given in § 2. For probability measures ρ\rho, σ\sigma, let W1(ρ,σ)W_1(\rho,\sigma) be the infimum of Ed(U,V)\mathbb{E}d(U,V) over couplings with these marginals.

Definition 1.1 (Nonnegative curvature; [1 Introduction, condition 3]). The graph has nonnegative Ollivier–Ricci curvature if

W1(P(x,⋅),P(y,⋅))≤1(x∼y).(1)W_1(P(x,\cdot),P(y,\cdot)) \le1 \qquad(x \sim y). \tag*{(1)}

A second ingredient is the choice of starting vertex. On a finite graph with an edge, the stationary probability is π(x)=deg⁡(x)/∑vdeg⁡(v)\pi(x)=\deg(x)/\sum_v\deg(v). This is the distribution seen at any fixed time1 by a walk in equilibrium; on a regular graph it is uniform. Expectations with subscript π\pi average both this starting vertex and the subsequent walk. A bound uniform in the size of the graph is much stronger than the trivial bound by its diameter.

Salez [3] established sublinear stationary displacement under nonnegative curvature and a bounded-degree assumption. Brena, Hutchcroft and Münch [1 Introduction, p. 3] ask whether the square-root scale suggested by Brownian motion on manifolds of nonnegative Ricci curvature holds in this setting. Their stationary question can be formulated as follows.

Conjecture 1.2. (Stationary first-moment question from [1]). For each DD, there is a constant C(D)C(D) such that every finite graph of maximum degree at most DD satisfying (1) obeys Eπd(X0,Xn)≤C(D)n\mathbb{E}_{\pi}d(X_0, X_n) \le C(D)\sqrt{n} for every n≥1n \ge1.

The source proves a diffusive second-moment bound for transitive graphs, where all vertices have the same rooted geometry, and an averaged bound with a logarithmic loss for general finite graphs [1 Corollary 1.2 and Theorem 1.3]. Removing that loss requires control of how displacement varies between starting vertices. Concentration of a walk around its own conditional mean does not supply such control when those means are different.

Contribution

The stationary question has an affirmative answer, with diffusive moments of every order and a Gaussian upper tail. The quantitative bounds below also apply without transitivity. The proof separates fluctuations of the walk from variation between starting vertices. A reversible energy identity controls the latter: the square of a change in conditional mean absorbs a mixed distance term. Combined with heat-kernel smoothing, this forces the diffusive scale.

  1. Theorem 1.3 gives the finite-graph second-moment and tail bounds. Proposition 6.1 shows that the factor DD in the second moment has the correct order.

  1. Theorem 1.4 extends both estimates to stationary random rooted graphs, including infinite graphs. Curvature supplies the reversibility needed for this extension.

  1. Proposition 5.1 bounds the conditional moments at most roots simultaneously at all times, with only an iterated-logarithm loss. The bound from every prescribed root with a constant depending only on DD remains open.

Theorem 1.3. Let GG be a finite connected graph of maximum degree at most D≥1D \ge1 satisfying (1), and start the lazy walk from π\pi. For every integer n≥1n \ge1,

Eπd(X0,Xn)2≤4Dn,Eπd(X0,Xn)≤2Dn.(2)\mathbb{E}_{\pi}d(X_0, X_n)^2 \le4Dn,\qquad\mathbb{E}_{\pi}d(X_0, X_n) \le2\sqrt{Dn}. \tag*{(2)}

Moreover, for every u≥0u \ge0,

Pπ(d(X0,Xn)≥Dn/2+u)≤3exp⁡(−u28n).(3)\mathbb{P}_{\pi}\left(d(X_0, X_n) \ge\sqrt{Dn/2}+u\right) \le3\exp\left(-\frac{u^2}{8n}\right). \tag*{(3)}

A one-vertex graph is interpreted as an absorbing walk and has zero displacement.

For the infinite version, stationarity concerns the graph as viewed from the walk. A random rooted graph (G,o)(G,o) has a stationary law μ\mu if moving its root from oo to X1X_1 does not change its law. The integer lattice rooted at the origin is an example, since its rerootings are isomorphic. Reversibility means that the doubly rooted graphs (G,o,X1)(G,o,X_1) and (G,X1,o)(G,X_1,o) have the same law.

Theorem 1.4. Let μ\mu be a stationary law on connected random rooted graphs of maximum degree at most D≥1D \ge1. Suppose (1) holds almost surely at every edge. Then μ\mu is reversible, and (2)–(3) hold with expectations and probabilities over (G,o)∼μ(G,o) \sim\mu and the walk started at oo. The graphs may be infinite.

The averaging is essential to these statements. In particular, (3) is an annealed bound: it averages both the rooted graph and the walk. It is not a bound on deviations around the conditional mean at each individually chosen root. The conjecture Exd(x,Xn)2≤C(D)n\mathbb{E}_x d(x,X_n)^2 \le C(D)n from every vertex, stated separately in [1 Remark 1.4], is not resolved here.

The mechanism and related work

The key step controls the distribution, over the root, of the conditional mean displacement. To describe it, run the nonlazy walk at rate one in continuous time, and set at(x)=Exd(x,Yt)a_t(x)=\mathbb{E}_x d(x,Y_t). For a stationary reversible oriented edge (x,y)(x,y), write v=at(y)−at(x)v=a_t(y)-a_t(x). Differentiating the stationary average of at2a_t^2 produces a negative energy term −v2-v^2. Reversing the initial edge turns the remaining unbounded distance into d(x,z)−d(y,z)d(x,z)-d(y,z), whose absolute value is at most one. The only mixed term has the form −vu-vu with ∣u∣≤1|u|\le1, and −v2−vu≤1/4-v^2-vu\le1/4. Thus variation between roots can be absorbed by the energy rather than bounded separately. Applying the same identity to eθate^{\theta a_t} gives Gaussian control of those conditional means. A heat martingale then handles fluctuations of the walk around its mean.

The heat-kernel input is established work. Münch [2 Corollary 3.1.2, preprint numbering] proves that neighboring heat kernels approach each other in total variation at rate O(D/t)O(\sqrt{D/t}). Salez [3 Section 3.2] develops the coupling method, and Münch and Salez [5 Theorem 4] give an explicit finite discrete-time estimate. We use Münch’s continuous-time form because differentiation leaves no discrete Taylor remainder in the energy identity. An independent coupling estimate needed for the random-rooted reversibility argument is included in Appendix § 7.

Stationarity of a random rooted graph does not by itself imply reversibility. Salez’s zero-entropy theorem [3 Theorem 11] and the entropy theory of Benjamini and Curien [4 Proposition 3.6 and Theorem 4.4] supply the relevant principle. Appendix § 8 gives the required entropy-production argument, counting vertices with their multiplicities under graph isomorphisms. This principle and the heat-kernel estimate are background ingredients; the reversible squared and exponential energy estimates are the displacement mechanism used here.

For general finite graphs, the uniformly averaged second moment in [1 Theorem 1.3] is bounded by C(D)n(log⁡n)3/2C(D)n(\log n)^{3/2}. Since the uniform vertex measure is at most DπD\pi, Theorem 1.3 also gives a uniform-vertex bound 4D2n4D^2n, removing this logarithmic loss. Zhou’s pointwise estimate [13 Theorem 2.1 and Corollary 2.2] retains a subpolynomial loss in time; it applies to every vertex, a stronger quantifier than stationary averaging. Hutchcroft and Lopez [12 Theorem 2.1] give upper tails relative to the supremum of the expected displacement over all starting vertices. A stationary mean does not control that supremum, so their theorem does not directly give (3).

Transition-probability bounds such as the Carne–Varopoulos estimate [10] do not alone settle the question, since a graph may have many vertices at a given distance. Diffusive lower bounds, such as those of Lee and Peres [11] and Münch and Salez [5 Theorem 3 and Corollary 5], address the complementary question of slow escape. In the transitive setting the polynomial-growth theorem of [1] and the rigidity theorem of Brena and Bruè [14 Theorem 1.9] give stronger geometric information. The proof below obtains stationary diffusion directly, without a geometric classification.

Heat evolution and stationary edge reversal

Let a(x,y)a(x,y) count oriented edges from xx to yy, with each loop contributing two orientations, and put deg⁡(x)=∑ya(x,y)\deg(x)=\sum_y a(x,y). On a graph with at least two vertices define

R(x,y)=a(x,y)deg⁡(x),P=I+R2,L=R−I,St=etL.R(x,y)=\frac{a(x,y)}{\deg(x)},\qquad P=\frac{I+R}{2},\qquad L=R-I,\qquad S_t=e^{tL}.

Thus RR is the nonlazy kernel, PP is the discrete kernel in the main theorems, and StS_t is the heat semigroup of a rate-one Poissonization of RR. A loop may produce a zero-distance step. On each fixed graph, degree measure is reversible for all these kernels.

Condition (1), the triangle inequality for W1W_1 along a geodesic, and composition of couplings imply W1(Pn(x,⋅),Pn(y,⋅))≤d(x,y)W_1(P^n(x,\cdot),P^n(y,\cdot)) \le d(x,y). Hence PnP^n preserves 1-Lipschitz functions. The identity St=e2t(P−I)S_t=e^{2t(P-I)} expresses StS_t as a Poisson mixture of these powers, so it also preserves 1-Lipschitz functions.

Lemma 2.1 (Heat-kernel input). For every t>0t>0 and neighboring vertices x,yx,y,

∥St(x,⋅)−St(y,⋅)∥TV≤εt:=min⁡{1,D2t},∥ρ−σ∥TV=12∑z∣ρ(z)−σ(z)∣.(4)\lVert S_t(x,\cdot)-S_t(y,\cdot)\rVert_{\mathrm{TV}}\le\varepsilon_t:=\min\left\{1,\frac{\sqrt{D}}{2\sqrt{t}}\right\}, \qquad\lVert\rho-\sigma\rVert_{\mathrm{TV}}=\frac{1}{2}\sum_z\lvert\rho(z)-\sigma(z)\rvert. \tag*{(4)}

Proof. Apply [2 Theorem 2.5.1 and Corollary 3.1.2] to the jump rates q(x,y)=R(x,y)q(x,y)=R(x,y) for x≠yx\ne y, with q(x,x)=0q(x,x)=0. These rates are reversible with respect to degree measure, and every positive rate is at least 1/D1/D. The source allows countable locally finite graphs. Here total jump rates are at most one, so the heat process is nonexplosive. Its infinitesimal curvature condition follows from (1): if ff is 1-Lipschitz and f(y)−f(x)=1f(y)-f(x)=1 on an edge, then Pf(y)−Pf(x)≤1Pf(y)-Pf(x)\le1 gives Lf(y)−Lf(x)≤0Lf(y)-Lf(x)\le0. The cited result bounds the ℓ1\ell^1 distance of heat rows by d(x,y)/tqmin⁡d(x,y)/\sqrt{tq_{\min}}. Our total variation is half that distance. The bound by one completes (4).

For the rest of the main proof, write μ\mu for a stationary reversible root law, including the finite law π\pi. In the setting of Theorem 1.4, Lemmas B.1 and B.2 in Appendix § 8 establish these properties before any displacement estimate is used. Stationarity and reversibility for PP imply both properties for RR, by subtracting the diagonal part of P=(I+R)/2P=(I+R)/2. Write Ee\mathbb{E}_e for the expectation over the oriented RR-edge: first sample (G,x)∼μ(G,x)\sim\mu, then y∼RG(x,⋅)y\sim R_G(x,\cdot). Its two root marginals are μ\mu, and its law is invariant under (x,y)↦(y,x)(x,y)\mapsto(y,x). Graph arguments will be suppressed in the formulas.

Define

at(x)=∑zSt(x,z)d(x,z),B(t)=∫0tεs ds≤Dt.(5)a_t(x)=\sum_z S_t(x,z)d(x,z),\qquad B(t)=\int_0^t\varepsilon_s\,ds\le\sqrt{D t}. \tag*{(5)}

The last inequality follows by integrating εs≤D/(2s)\varepsilon_s\le\sqrt{D}/(2\sqrt{s}). The Poisson step count gives 0≤at(x)≤t0\le a_t(x)\le t, uniformly in the graph and root.

Lemma 2.2 (Reversible energy identity). Fix t≥0t\ge0. For an oriented edge put

a=at(x),b=at(y),v=b−a,g(z)=d(x,z)−d(y,z),νx=St(x,⋅),u=νx(g).a=a_t(x),\qquad b=a_t(y),\qquad v=b-a,\qquad g(z)=d(x,z)-d(y,z),\qquad\nu_x=S_t(x,\cdot),\qquad u=\nu_x(g).

Then ∣g∣≤1\lvert g\rvert\le1 and ∣u∣≤1\lvert u\rvert\le1. For a continuously differentiable function ϕ\phi on [0,∞)[0,\infty),

ddtEμϕ(at)=12Ee[ϕ′(a)(νy−νx)(g)−(ϕ′(b)−ϕ′(a))(v+u)].(6)\frac{d}{dt}\mathbb{E}_\mu\phi(a_t)=\frac{1}{2}\mathbb{E}_e\left[\phi'(a)(\nu_y-\nu_x)(g)-\left(\phi'(b)-\phi'(a)\right)(v+u)\right]. \tag*{(6)}

Proof. The backward heat equation, applied with the starting vertex fixed, gives

at′(x)=Lat(x)+βt(x),βt(x)=∑yR(x,y)St(y,⋅)(d(x,⋅)−d(y,⋅)).(7)a_t'(x)=La_t(x)+\beta_t(x),\qquad\beta_t(x)=\sum_y R(x,y)S_t(y,\cdot)(d(x,\cdot)-d(y,\cdot)). \tag*{(7)}

Indeed, expanding Lat(x)+βt(x)La_t(x)+\beta_t(x) cancels the terms involving d(y,z)d(y,z) and leaves

∑y,zR(x,y)St(y,z)d(x,z)−at(x).\sum_{y,z}R(x,y)S_t(y,z)d(x,z)-a_t(x).

For unbounded distance, write at(x)=e−t∑k≥0tkrk(x)/k!a_t(x)=e^{-t}\sum_{k\ge0}t^k r_k(x)/k!, where rk(x)=Exd(x,Zk)r_k(x)=\mathbb{E}_x d(x,Z_k) for the RR-walk. Since 0≤rk≤k0\le r_k\le k, this series may be differentiated uniformly on bounded time intervals. Coupling successive endpoints on the same walk gives ∣rk+1−rk∣≤1\lvert r_{k+1}-r_k\rvert\le1, hence ∣at′(x)∣≤1\lvert a_t'(x)\rvert\le1. These bounds justify both the heat equation and differentiation under Eμ\mathbb{E}_\mu.

Edge reversal gives the two identities

Eμϕ′(at)Lat=−12Ee[(ϕ′(b)−ϕ′(a))v],\mathbb{E}_{\mu}\phi'(a_t)L a_t=-\frac{1}{2}\mathbb{E}_{e}\left[(\phi'(b)-\phi'(a))v\right],
Eμϕ′(at)βt=12Ee[ϕ′(a)vy(g)−ϕ′(b)vx(g)]=12Ee[ϕ′(a)(vy−vx)(g)−(ϕ′(b)−ϕ′(a))u].\begin{aligned} \mathbb{E}_{\mu}\phi'(a_t)\beta_t=\frac{1}{2}\mathbb{E}_{e}\left[\phi'(a)v_y(g)-\phi'(b)v_x(g)\right] \\ &=\frac{1}{2}\mathbb{E}_{e}\left[\phi'(a)(v_y-v_x)(g)-(\phi'(b)-\phi'(a))u\right]. \end{aligned}

Their sum is (6). All quantities are integrable: at≤ta_t\leq t, and g,ug,u are bounded. The same calculation is valid with expectation over a random rooted graph, since it uses only the symmetry and marginals of the oriented edge law.

Diffusive second moments

Proposition 3.1. For the rate-one heat walk from a stationary reversible root,

Eμat≤B(t),Eμat2≤B(t)2+t4,Eμd(Y0,Yt)2≤(D+54)t.(8)\mathbb{E}_{\mu}a_t\leq B(t),\qquad\mathbb{E}_{\mu}a_t^2\leq B(t)^2+\frac{t}{4},\qquad\mathbb{E}_{\mu}d(Y_0,Y_t)^2\leq\left(D+\frac{5}{4}\right)t. \tag*{(8)}

Proof. Apply Lemma 2.2 first to ϕ(a)=a\phi(a)=a. Since ∣(vy−vx)(g)∣≤2εt\lvert(v_y-v_x)(g)\rvert\leq2\varepsilon_t, it gives ∣ddtEμat∣≤εt\left\lvert\frac{d}{dt}\mathbb{E}_{\mu}a_t\right\rvert\leq\varepsilon_t. The mean starts at zero, proving the first bound.

Next let A(t)=Eμat2A(t)=\mathbb{E}_{\mu}a_t^2 and take ϕ(a)=a2\phi(a)=a^2 in the same identity:

A′(t)=Ee[a(vy−vx)(g)−v2−vu].(9)A'(t)=\mathbb{E}_{e}\left[a(v_y-v_x)(g)-v^2-vu\right]. \tag*{(9)}

The first term is at most 2εtEμat2\varepsilon_t\mathbb{E}_{\mu}a_t; the remaining terms satisfy

−v2−vu=−(v+u/2)2+u2/4≤14.-v^2-vu=-(v+u/2)^2+u^2/4\leq\frac{1}{4}.

Consequently A′(t)≤2εtB(t)+1/4=(B(t)2)′+1/4A'(t)\leq2\varepsilon_tB(t)+1/4=(B(t)^2)'+1/4. Integrating from zero proves the second bound.

For the last bound, fix a root xx and set f(z)=d(x,z)f(z)=d(x,z). The backward heat martingale Ms=St−sf(Ys)M_s=S_{t-s}f(Y_s), 0≤s≤t0\leq s\leq t, has jumps of absolute value at most one, because St−sfS_{t-s}f is 1-Lipschitz. Its predictable quadratic variation has rate

∑yR(Ys,y)(St−sf(y)−St−sf(Ys))2≤1.\sum_y R(Y_s,y)\left(S_{t-s}f(y)-S_{t-s}f(Y_s)\right)^2\leq1.

Therefore Var⁡xd(x,Yt)≤t\operatorname{Var}_x d(x,Y_t)\leq t. One can first use f∧Kf\wedge K and then let K→∞K\to\infty; the Poisson step count has finite second moment and dominates the distance. Averaging the conditional variance identity gives

Eμd(Y0,Yt)2≤A(t)+t≤B(t)2+5t4≤(D+54)t.\mathbb{E}_{\mu}d(Y_0,Y_t)^2\leq A(t)+t\leq B(t)^2+\frac{5t}{4}\leq\left(D+\frac{5}{4}\right)t.

Proof of the moment bounds in Theorems 1.3 and 1.4. Use one nonlazy RR-walk (Zj)j≥0(Z_j)_{j\geq0} from the stationary root. Independently of the walk and of one another, choose K∼Bin⁡(n,1/2)K\sim\operatorname{Bin}(n,1/2) and N∼Pois⁡(n/2)N\sim\operatorname{Pois}(n/2). Then ZKZ_K has the PnP^n law and ZNZ_N has the Sn/2S_{n/2} law. Pathwise,

d(Z0,ZK)≤d(Z0,ZN)+∣K−N∣.(10)d(Z_0,Z_K)\leq d(Z_0,Z_N)+\lvert K-N\rvert. \tag*{(10)}

Both clocks have mean n/2n/2, and E(K−N)2=n/4+n/2=3n/4\mathbb{E}(K-N)^2=n/4+n/2=3n/4. Using (r+s)2≤2r2+2s2(r+s)^2\leq2r^2+2s^2 and Proposition 3.1 yields

Eμd(X0,Xn)2≤2(D+54)n2+23n4=(D+114)n≤4Dn.\mathbb{E}_{\mu}d(X_0,X_n)^2\leq2\left(D+\frac{5}{4}\right)\frac{n}{2}+2\frac{3n}{4}=\left(D+\frac{11}{4}\right)n\leq4Dn.

Cauchy–Schwarz gives the first moment. Finite stationary walks are reversible by degree detailed balance; the random-rooted case uses Appendix § 8, as explained above. Restoring any mass on a one-vertex graph contributes zero displacement.

Exponential energy and Gaussian tails

Proposition 4.1. For every t≥0t \ge0 and θ≥0\theta\ge0,

Eμeθat≤exp⁡(θB(t)+θ2t8).(11)\mathbb{E}_{\mu}e^{\theta a_t} \le\exp\left(\theta B(t) + \frac{\theta^2t}{8}\right). \tag*{(11)}

In particular, μ{at≥B(t)+u}≤e−2u2/t\mu\{a_t \ge B(t)+u\} \le e^{-2u^2/t} for t>0t>0 and u≥0u \ge0.

Proof. Set ϕ(a)=eθa\phi(a)=e^{\theta a} and F(t)=Eμϕ(at)F(t)=\mathbb{E}_{\mu}\phi(a_t). The first term of (6) is bounded above by θεtF(t)\theta\varepsilon_tF(t).

Define, including when a=ba=b,

h(a,b)=θ2∫01eθ((1−s)a+sb) ds.h(a,b)=\theta^2\int_0^1 e^{\theta((1-s)a+sb)}\,ds.

Then ϕ′(b)−ϕ′(a)=h(a,b)v\phi'(b)-\phi'(a)=h(a,b)v, and convexity of the exponential gives 0≤h(a,b)≤θ2(ϕ(a)+ϕ(b))/20\le h(a,b)\le\theta^2(\phi(a)+\phi(b))/2. Completing the square,

−12h(a,b)(v2+vu)≤18h(a,b)u2.-\frac{1}{2}h(a,b)(v^2+vu)\le\frac{1}{8}h(a,b)u^2.

Its edge expectation is at most θ2F(t)/8\theta^2F(t)/8, because ∣u∣≤1|u|\le1 and both edge marginals are μ\mu. Hence F′(t)≤(θεt+θ2/8)F(t)F'(t)\le(\theta\varepsilon_t+\theta^2/8)F(t). Integration with F(0)=1F(0)=1 proves (11). Markov’s inequality with θ=4u/t\theta=4u/t proves the tail assertion.

Lemma 4.2 (Fluctuations at a fixed root). For every fixed rooted graph satisfying (1), t≥0t\ge0, and θ≥0\theta\ge0,

Exexp⁡{θ(d(x,Yt)−at(x))}≤exp⁡{t(eθ−1−θ)}.(12)\mathbb{E}_x\exp\{\theta(d(x,Y_t)-a_t(x))\}\le\exp\{t(e^\theta-1-\theta)\}. \tag*{(12)}

Proof. Use the backward heat martingale from the proof of Proposition 3.1, first with bounded terminal function f∧Kf\wedge K. Each possible jump ww lies in [−1,1][-1,1], and

eθw−1−θw≤(eθ−1−θ)w2.e^{\theta w}-1-\theta w\le(e^\theta-1-\theta)w^2.

For w≥0w\ge0 this follows term by term from the exponential series. For w<0w<0 the integral Taylor remainder is at most θ2w2/2\theta^2w^2/2, which is bounded by the right-hand side. To make the exponential estimate explicit, write Hs=St−s(f∧K)H_s=S_{t-s}(f\wedge K) and wy=Hs(y)−Hs(x)w_y=H_s(y)-H_s(x). The backward equation ∂sHs=−LHs\partial_sH_s=-LH_s gives

(∂s+L)eθHs(x)=eθHs(x)∑yR(x,y)(eθwy−1−θwy)≤(eθ−1−θ)eθHs(x).(\partial_s+L)e^{\theta H_s(x)}=e^{\theta H_s(x)}\sum_yR(x,y)(e^{\theta w_y}-1-\theta w_y)\le(e^\theta-1-\theta)e^{\theta H_s(x)}.

Take expectations along YsY_s and integrate this differential inequality from 00 to tt. Since H0(x)=St(f∧K)(x)H_0(x)=S_t(f\wedge K)(x), the result is (12) for f∧Kf\wedge K. Let K→∞K\to\infty. The terminal distance is dominated by the Poisson step count, which has every exponential moment, so dominated convergence proves the claimed formula.

Combining the conditional bound with Proposition 4.1 gives

Eμeθd(Y0,Yt)≤exp⁡(θB(t)+t(θ28+eθ−1−θ)).(13)\mathbb{E}_{\mu}e^{\theta d(Y_0,Y_t)}\le\exp\left(\theta B(t)+t\left(\frac{\theta^2}{8}+e^\theta-1-\theta\right)\right). \tag*{(13)}

For 0≤θ≤10\le\theta\le1, the exponential series yields eθ−1−θ≤(e−2)θ2e^\theta-1-\theta\le(e-2)\theta^2, and 1/8+e−2<11/8+e-2<1. Chernoff’s bound with θ=v/(2t)\theta=v/(2t) consequently gives

Pμ(d(Y0,Yt)≥B(t)+v)≤e−v2/(4t)(0≤v≤2t).(14)\mathbb{P}_{\mu}(d(Y_0,Y_t)\ge B(t)+v)\le e^{-v^2/(4t)} \qquad(0\le v\le2t). \tag*{(14)}

The range matters: an unbounded Poisson clock does not have a Gaussian far tail. The bounded discrete-time walk permits the full tail estimate in the main theorems.

Proof of the tail bound in Theorems 1.3 and 1.4. Use the independent clocks K,NK,N in (10). For ∣θ∣≤1|\theta| \le1, their exact moment generating functions give

log⁡Eeθ(K−N)=nlog⁡cosh⁡(θ/2)+n2(e−θ−1+θ)≤nθ28+n2(e−2)θ2≤nθ22.\begin{aligned} \log\mathbb{E}e^{\theta(K-N)} = n\log\cosh(\theta/2) + \frac{n}{2}(e^{-\theta}-1+\theta) \\ &\le\frac{n\theta^2}{8}+\frac{n}{2}(e-2)\theta^2 \le\frac{n\theta^2}{2}. \end{aligned}

Here log⁡cosh⁡z≤z2/2\log\cosh z \le z^2/2 follows by integrating ∣tanh⁡z∣≤∣z∣|\tanh z| \le|z|. Applying Markov’s inequality with θ=±w/n\theta=\pm w/n proves

P(∣K−N∣≥w)≤2e−w2/(2n)(0≤w≤n).(15)\mathbb{P}(|K-N| \ge w) \le2e^{-w^2/(2n)} \qquad(0 \le w \le n). \tag*{(15)}

If 0≤u≤n0 \le u \le n, split the excess in (10) into two parts of size u/2u/2. Use (14) at t=n/2t=n/2 and v=u/2v=u/2, and (15) at w=u/2w=u/2. Since B(n/2)≤Dn/2B(n/2) \le\sqrt{Dn/2}, the union bound gives

Pμ(d(X0,Xn)≥Dn/2+u)≤e−u2/(8n)+2e−u2/(8n).\mathbb{P}_{\mu}\left(d(X_0,X_n) \ge\sqrt{Dn/2}+u\right) \le e^{-u^2/(8n)}+2e^{-u^2/(8n)}.

No independence between the heat displacement and the clock difference is required. If u>nu>n, the event is empty because d(X0,Xn)≤nd(X_0,X_n)\le n. □\square

Corollary 4.3. Under either main theorem, for every real p≥1p \ge1,

(Ed(X0,Xn)p)1/p≤Dn/2+[3(8n)p/2Γ(p/2+1)]1/p≤C(Dn+pn),\left(\mathbb{E}d(X_0,X_n)^p\right)^{1/p} \le\sqrt{Dn/2}+\left[3(8n)^{p/2}\Gamma(p/2+1)\right]^{1/p} \le C(\sqrt{Dn}+\sqrt{pn}),

where CC is universal.

Proof. Integrate (3) using EVp=∫0∞pup−1P(V>u) du\mathbb{E}V^p=\int_0^\infty pu^{p-1}\mathbb{P}(V>u)\,du for V=(d(X0,Xn)−Dn/2)+V=(d(X_0,X_n)-\sqrt{Dn/2})_+. The change of variables s=u2/(8n)s=u^2/(8n) gives the displayed gamma factor. Minkowski’s inequality adds the deterministic shift. For completeness, if r=p/2≥1/2r=p/2\ge1/2, then sre−s/2≤(2r/e)rs^re^{-s/2}\le(2r/e)^r, so Γ(r+1)=∫0∞sre−s ds≤2(2r/e)r\Gamma(r+1)=\int_0^\infty s^re^{-s}\,ds\le2(2r/e)^r. Taking ppth roots gives the last inequality with a universal constant. □\square

Conditional moments at typical roots

Let bn(x)=Exd(x,Xn)b_n(x)=\mathbb{E}_xd(x,X_n) for the discrete lazy walk, and put cD=D/2+3/2c_D=\sqrt{D/2}+\sqrt{3}/2. Taking conditional expectations in (10), then using Cauchy–Schwarz for the clocks, gives bn(x)≤an/2(x)+3n/4b_n(x)\le a_{n/2}(x)+\sqrt{3n}/4. Proposition 4.1 therefore implies the following root-distribution bound for every u≥0u\ge0:

μ{bn≥cDn+u}≤e−4u2/n.(16)\mu\{b_n\ge c_D\sqrt{n}+u\}\le e^{-4u^2/n}. \tag*{(16)}

This controls how the conditional mean varies between roots. The next proposition turns it into a simultaneous statement in time.

Proposition 5.1. For every 0<δ<10<\delta<1, outside a set of rooted graphs of μ\mu-probability at most δ\delta, the bounds

bn(o)≤(2+2)n[cD+12π2(1+⌊log⁡2n⌋)26δ],(17)b_n(o)\le(2+\sqrt{2})\sqrt{n}\left[c_D+\frac{1}{2}\sqrt{\frac{\pi^2(1+\lfloor\log_2 n\rfloor)^2}{6\delta}}\right], \tag*{(17)}
Eod(o,Xn)2≤Cn[D+log⁡(1/δ)+log⁡log⁡(n+3)](18)\mathbb{E}_od(o,X_n)^2\le Cn\left[D+\log(1/\delta)+\log\log(n+3)\right] \tag*{(18)}

hold for all integers n≥1n\ge1, with a universal CC.

Proof. Wasserstein contraction gives subadditivity at a fixed root:

bm+n(x)=W1(δx,δxPm+n)≤W1(δx,δxPm)+W1(δxPm,(δxPn)Pm)≤bm(x)+bn(x).b_{m+n}(x)=W_1(\delta_x,\delta_xP^{m+n}) \le W_1(\delta_x,\delta_xP^m)+W_1(\delta_xP^m,(\delta_xP^n)P^m)\le b_m(x)+b_n(x).

In (16) set n=2jn=2^j and u=122jlog⁡(π2(j+1)2/(6δ))u=\frac{1}{2}\sqrt{2^j\log(\pi^2(j+1)^2/(6\delta))}. The sum of the resulting exceptional probabilities is δ\delta. On the complementary event, write nn in binary and apply subadditivity. For J=⌊log⁡2n⌋J=\lfloor\log_2 n\rfloor, the logarithmic factor is bounded by its value at JJ, while ∑j=0J2j/2≤(2+2)n\sum_{j=0}^J 2^{j/2}\le(2+\sqrt{2})\sqrt{n}. This proves (17). No monotonicity of bnb_n is used.

Finally the discrete backward martingale Pn−jf(Xj)P^{n-j}f(X_j), with f(z)=d(x,z)f(z)=d(x,z), has conditional variance per step at most 1/21/2: its conditional variance is at most the mean squared difference from Pn−jf(Xj−1)P^{n-j}f(X_{j-1}), and a lazy step moves distance one with probability at most 1/21/2. Each smoothed function remains 1-Lipschitz. Summing martingale variances gives Var⁡xd(x,Xn)≤n/2\operatorname{Var}_x d(x,X_n)\le n/2. Adding the square of (17) proves (18).

For a finite graph, (16) also gives, for every vertex and time,

bn(x)≤n(cD+12log⁡(1/π(x))).b_n(x)\le\sqrt{n}\left(c_D+\frac{1}{2}\sqrt{\log(1/\pi(x))}\right).

Indeed, if this inequality failed, a slightly smaller threshold than bn(x)b_n(x) in (16) would contain xx but have probability strictly smaller than π(x)\pi(x). With NN vertices, π(x)≥1/(ND)\pi(x)\ge1/(ND), so the conditional second moment is at most Cn(D+log⁡N)Cn(D+\log N). The dependence on NN distinguishes this consequence from the open pointwise degree-only conjecture.

Sharp degree dependence

Proposition 6.1. For every integer D≥1D\ge1, any bounds Eπd(X0,Xn)≤C1(D)n\mathbb{E}_{\pi}d(X_0,X_n)\le C_1(D)\sqrt{n} and Eπd(X0,Xn)2≤C2(D)n\mathbb{E}_{\pi}d(X_0,X_n)^2\le C_2(D)n, uniform over the graphs in Theorem 1.3, must satisfy

C1(D)≥1−e−12D,C2(D)≥(1−e−1)24D.C_1(D)\ge\frac{1-e^{-1}}{2}\sqrt{D},\qquad C_2(D)\ge\frac{(1-e^{-1})^2}{4}D.

Proof. Use the DD-dimensional cube {0,1}D\{0,1\}^D with Hamming distance. Couple two lazy walks by the same holding or coordinate-flipping action. Each action preserves their distance, so (1) holds. A fixed coordinate flips independently at each time with probability 1/(2D)1/(2D). Its probability of differing from its initial value after nn steps is [1−(1−1/D)n]/2[1-(1-1/D)^n]/2. Thus, from every initial vertex,

Ed(X0,Xn)=D2(1−(1−1/D)n).\mathbb{E}d(X_0,X_n)=\frac{D}{2}\left(1-(1-1/D)^n\right).

At n=Dn=D this is at least (1−e−1)D/2(1-e^{-1})D/2. Dividing by D\sqrt{D} proves the first assertion; Jensen’s inequality proves the second.

A self-contained coupling estimate

Set

Q=I+P2,α=14D.Q=\frac{I+P}{2},\qquad\alpha=\frac{1}{4D}.

The extra holding probability supplies the mass needed for the coupling switch below. This auxiliary kernel is used only to establish sublinear entropy and reversibility of the rooted law. Thus Q(x,x)≥3/4Q(x,x)\ge3/4, its nonholding probability is at most 1/41/4, and Q(x,a)≥1/(4D)Q(x,a)\ge1/(4D) for each distinct neighbor aa of xx. By the triangle inequality for W1W_1, applied along a geodesic, (1) implies W1(P(x,⋅),P(y,⋅))≤d(x,y)W_1(P(x,\cdot),P(y,\cdot))\le d(x,y) for all x,yx,y. Mixing such a coupling with the point mass at (x,y)(x,y) gives the same inequality for QQ.

Lemma A.1. For distinct vertices x,yx,y with r=d(x,y)r=d(x,y), there is a coupling (U,V)(U,V) of Q(x,⋅)Q(x,\cdot) and Q(y,⋅)Q(y,\cdot) satisfying

Ed(U,V)≤r,P(d(U,V)≤r−1)≥α,∣d(U,V)−r∣≤2.\mathbb{E}d(U,V)\le r,\qquad\mathbb{P}(d(U,V)\le r-1)\ge\alpha,\qquad|d(U,V)-r|\le2.

Proof. Choose a coupling γ\gamma of transportation cost at most rr, and a neighbor aa of xx on a geodesic to yy. Every coupling of these marginals has γ(x,y)≥Q(x,x)+Q(y,y)−1≥1/2\gamma(x,y) \ge Q(x,x) + Q(y,y) - 1 \ge1/2. For every entry (a,b)(a,b) of positive mass with d(a,b)≥rd(a,b) \ge r, replace its mass βb=γ(a,b)\beta_b = \gamma(a,b) by the switch

(a,b),(x,y)⟼(a,y),(x,b).(a,b),(x,y) \longmapsto(a,y),(x,b).

The total mass removed from (x,y)(x,y) is at most Q(x,a)≤1/4Q(x,a) \le1/4, so all switches are feasible and preserve the marginals. Since d(a,y)=r−1d(a,y) = r - 1 and d(x,b)≤r+1d(x,b) \le r + 1, each switch changes the cost by at most βb((r−1)+(r+1)−r−r)=0\beta_b((r - 1) + (r + 1) - r - r) = 0. Afterwards every entry in row aa has distance at most r−1r - 1. This row has mass Q(x,a)≥αQ(x,a) \ge\alpha. Finally each coordinate moves by distance at most one, giving the last assertion. All one-step supports are finite, so the proof also applies on infinite locally finite graphs.

Lemma A.2. Suppose a nonnegative integer-valued process ZkZ_k, absorbed at zero, starts at r≥1r \ge1. Before absorption its increments ξk\xi_k satisfy

∣ξk∣≤2,E(ξk∣Fk)≤0,E(ξk2∣Fk)≥α.|\xi_k| \le2,\qquad\mathbb{E}(\xi_k \mid\mathcal{F}_k) \le0,\qquad\mathbb{E}(\xi_k^2 \mid\mathcal{F}_k) \ge\alpha.

If τ\tau is its absorption time, then

P(τ>n)≤min⁡{1,9r/αn}(n≥1).\mathbb{P}(\tau> n) \le\min\{1,9r/\sqrt{\alpha n}\}\qquad(n \ge1).

Proof. For an integer R>rR > r, stop at T=inf⁡{k:Zk=0 or Zk≥R}T = \inf\{k : Z_k = 0 \text{ or } Z_k \ge R\}. The function v(z)=z(2(R+2)−z)v(z) = z(2(R + 2) - z) satisfies, before TT,

E[v(Zk+1)−v(Zk)∣Fk]=(2(R+2)−2Zk)E(ξk∣Fk)−E(ξk2∣Fk)≤−α.\mathbb{E}[v(Z_{k+1}) - v(Z_k) \mid\mathcal{F}_k] = (2(R + 2) - 2Z_k)\mathbb{E}(\xi_k \mid\mathcal{F}_k) - \mathbb{E}(\xi_k^2 \mid\mathcal{F}_k) \le-\alpha.

The stopped process stays in [0,R+2][0,R+2], where vv is nonnegative. Summing to a deterministic cutoff and then using monotone convergence yields ET≤v(r)/α≤2(R+2)r/α\mathbb{E}T \le v(r)/\alpha\le2(R+2)r/\alpha. The stopped supermartingale ZZ is bounded, and consequently EZT≤r\mathbb{E}Z_T \le r and P(ZT≥R)≤r/R\mathbb{P}(Z_T \ge R) \le r/R. Hence

P(τ>n)≤rR+2(R+2)rαn.(19)\mathbb{P}(\tau> n) \le\frac{r}{R} + \frac{2(R+2)r}{\alpha n}. \tag*{(19)}

If αn≥1\alpha n \ge1 and r<⌈αn⌉r < \lceil\sqrt{\alpha n}\rceil, take R=⌈αn⌉R = \lceil\sqrt{\alpha n}\rceil. Then R+2≤4αnR + 2 \le4\sqrt{\alpha n}, and (19) is at most 9r/αn9r/\sqrt{\alpha n}. In the other cases that expression is at least one, and the assertion follows from the trivial probability bound.

Proposition A.3. For every graph satisfying the hypotheses above, finite or infinite,

∥Qn(x,⋅)−Qn(y,⋅)∥TV≤min⁡{1,18D d(x,y)/n}(n≥1).(20)\lVert Q^n(x,\mathord\cdot) - Q^n(y,\mathord\cdot)\rVert_{\mathrm{TV}} \le\min\{1,18\sqrt{D}\,d(x,y)/\sqrt{n}\}\qquad(n \ge1). \tag*{(20)}

Proof. On a fixed graph, choose the coupling of Lemma A.1 at each distinct ordered vertex pair, and identical transitions on the diagonal. The vertex set is countable, so these choices define a Markov coupling. Its distance is absorbed at zero, has nonpositive drift and jumps of size at most two, and has conditional second moment of its increments at least α\alpha before absorption. Lemma A.2 bounds the probability that the walks have not coalesced. The coupling inequality for total variation gives (20). No choice of coupling measurable as a function of the graph is needed: the resulting inequality holds on each fixed graph.

Entropy and reversibility

Rooted graphs are considered up to rooted isomorphism, with the Borel structure generated by finite rooted neighborhoods. We give the details needed to use stationary edge reversal without presupposing reversibility. All vertex sums count actual vertices, even when different vertices give isomorphic rerootings. Such sums are Borel: restrict first to finite balls, use the monotone class theorem, and then take increasing limits. The event that the graph has one vertex is invariant under rerooting and contributes zero displacement. We may condition on its complement, so that all degrees lie between 1 and DD.

Saturation and entropy

Stationarity for PP implies stationarity for Q=(I+P)/2Q=(I+P)/2. Write YY for the QQ-walk. We will repeatedly use the following consequence of stationarity. If a rooted Borel event AA has full measure, then almost surely it holds at every vertex of the sampled graph. Indeed, for each nn,

0=μ(Ac)=Eμ∑xQGn(o,x)1Ac(G,x).0=\mu(A^{c})=\mathbb{E}_{\mu}\sum_x Q_G^n(o,x)1_{A^c}(G,x).

Intersect over nn. Every vertex is reached with positive probability at some finite time, so no rerooting can belong to AcA^c. We call this the saturation property.

Set

Hn(G,x)=−∑zQGn(x,z)log⁡QGn(x,z),hn=EμHn(G,o).H_n(G,x)=-\sum_z Q_G^n(x,z)\log Q_G^n(x,z),\qquad h_n=\mathbb{E}_{\mu}H_n(G,o).

The convention is 0log⁡0=00\log0=0. Since there are at most (D+1)n(D+1)^n possible endpoints, all these entropies are finite and bounded by nlog⁡(D+1)n\log(D+1).

Lemma B.1. For N≥1N\ge1,

hN≤log⁡(D+1)(1+36D3/2N).h_N\le\log(D+1)(1+36D^{3/2}\sqrt{N}).

In particular, hN=o(N)h_N=o(N).

Proof. On a fixed rooted graph let A=Y1A=Y_1 and Z=Yn+1Z=Y_{n+1}. Conditional on A=aA=a, the law of ZZ is νa=QGn(a,⋅)\nu_a=Q_G^n(a,\mathord\cdot). The entropy chain rule gives

Hn+1(G,o)−∑aQG(o,a)Hn(G,a)=I(A;Z),H_{n+1}(G,o)-\sum_a Q_G(o,a)H_n(G,a)=I(A;Z),

Here I(A;Z)=H(Z)−H(Z∣A)I(A;Z)=H(Z)-H(Z\mid A) denotes mutual information on this fixed graph, with conditional entropy obtained by averaging the entropy of the conditional law. Averaging and using stationarity identifies the left side with hn+1−hnh_{n+1}-h_n.

For S={o}∪NG(o)S=\{o\}\cup N_G(o) put j(z)=min⁡a∈Sνa(z)j(z)=\min_{a\in S}\nu_a(z) and c=∑zj(z)c=\sum_z j(z). Then (20) gives

1−c≤∑a∼o∑z(νo(z)−νa(z))+=∑a∼o∥νo−νa∥TV≤18D3/2n.1-c\le\sum_{a\sim o}\sum_z(\nu_o(z)-\nu_a(z))_+ =\sum_{a\sim o}\lVert\nu_o-\nu_a\rVert_{\mathrm{TV}} \le\frac{18D^{3/2}}{\sqrt{n}}.

The channel from AA to ZZ has common part jj of mass cc. More explicitly, independently of AA choose a Bernoulli variable LL with P(L=1)=1−c\mathbb{P}(L=1)=1-c. If L=0L=0, draw ZZ from j/cj/c, independently of AA; if L=1L=1, use the residual law (νA−j)/(1−c)(\nu_A-j)/(1-c). The chain rule implies

I(A;Z)≤I(A;Z,L)≤(1−c)H(A)≤(1−c)log⁡(D+1).I(A;Z)\le I(A;Z,L)\le(1-c)H(A)\le(1-c)\log(D+1).

When c=0c=0 or c=1c=1, the same estimate follows directly. Consequently 0≤hn+1−hn≤18D3/2log⁡(D+1)/n0\le h_{n+1}-h_n\le18D^{3/2}\log(D+1)/\sqrt{n}. Sum this inequality, starting with h1≤log⁡(D+1)h_1\le\log(D+1).

Entropy and reversal of the rooted edge

The next argument is a counting-measure version of the Radon–Nikodym cocycle method in [4 Section 4].

Lemma B.2. For a stationary law of graphs with degrees in {1,…,D}\{1,\ldots,D\}, sublinear QQ-entropy hn=o(n)h_n=o(n) implies reversibility for QQ and for PP.

Proof. On graphs with two ordered roots define the sigma-finite counting measures

M(F)=Eμ∑yF(G,o,y),Mˇ(F)=Eμ∑yF(G,y,o).\mathcal{M}(F)=\mathbb{E}_{\mu}\sum_y F(G,o,y),\qquad\check{\mathcal{M}}(F)=\mathbb{E}_{\mu}\sum_y F(G,y,o).

They are finite on sets where the roots have bounded distance. They are equivalent: if M(A)=0\mathcal{M}(A)=0, saturation applied to ∑y1A(G,x,y)\sum_y 1_A(G,x,y) shows that this sum vanishes at every xx almost surely, and hence M~(A)=0\widetilde{\mathcal{M}}(A)=0. Reversing the set proves the converse. Let J=dM~/dMJ=d\widetilde{\mathcal{M}}/d\mathcal{M} be a positive finite Borel version outside its null exceptional set.

We record why JJ is a cocycle. On triples use T(F)=Eμ∑y,zF(G,o,y,z)\mathcal{T}(F)=\mathbb{E}_{\mu}\sum_{y,z}F(G,o,y,z), and write SijS_{ij} for the exchange of coordinates i,ji,j. Summing over the unused root shows

d(S12)∗TdT(x,y,z)=J(x,y),d(S13)∗TdT(x,y,z)=J(x,z),(S23)∗T=T.\frac{d(S_{12})_*\mathcal{T}}{d\mathcal{T}}(x,y,z)=J(x,y),\qquad \frac{d(S_{13})_*\mathcal{T}}{d\mathcal{T}}(x,y,z)=J(x,z),\qquad (S_{23})_*\mathcal{T}=\mathcal{T}.

where the graph argument is suppressed. For an involution SS with density jS=dS∗T/dTj_S=dS_*\mathcal{T}/d\mathcal{T}, the image of fTf\mathcal{T} has density (f∘S)jS(f\circ S)j_S. Applying successively S12S_{12}, S23S_{23}, S12S_{12} gives densities J(x,y)J(x,y), then J(x,z)J(x,z), then J(y,z)J(x,y)J(y,z)J(x,y). Since this composition is S13S_{13},

J(x,z)=J(x,y)J(y,z)(21)J(x,z)=J(x,y)J(y,z) \tag*{(21)}

for almost every triple. On the diagonal, J(x,x)=1J(x,x)=1. Counting and then saturating these full-measure events makes the identities valid simultaneously for all vertices of almost every sampled graph.

Define Δ(x,y)=deg⁡(x)J(x,y)/deg⁡(y)\Delta(x,y)=\deg(x)J(x,y)/\deg(y). It obeys the same cocycle identity and Δ(x,y)Δ(y,x)=1\Delta(x,y)\Delta(y,x)=1. Let Λn\Lambda_n be the law of (G,o,Yn)(G,o,Y_n) and Λ~n\widetilde{\Lambda}_n its reversal. Their densities with respect to M\mathcal{M} are QGn(x,y)Q_G^n(x,y) and J(x,y)QGn(y,x)J(x,y)Q_G^n(y,x). Degree detailed balance on each fixed graph implies

deg⁡(x)QGn(x,y)=deg⁡(y)QGn(y,x),Λ~n=ΔΛn.\deg(x)Q_G^n(x,y)=\deg(y)Q_G^n(y,x),\qquad\widetilde{\Lambda}_n=\Delta\Lambda_n.

Both endpoint laws have first-root marginal μ\mu, by stationarity. It follows that

∑yQGn(x,y)Δ(x,y)=1(22)\sum_y Q_G^n(x,y)\Delta(x,y)=1 \tag*{(22)}

for every x,nx,n, after intersecting and saturating the relevant full-measure events.

For a possible one-step transition, QG(x,y),QG(y,x)≥1/(4D)Q_G(x,y),Q_G(y,x)\ge1/(4D). Apply (22) at xx and at yy, and use reciprocity, to obtain (4D)−1≤Δ(x,y)≤4D(4D)^{-1}\le\Delta(x,y)\le4D. Thus its one-step logarithm is integrable. Set

η=−Eμlog⁡Δ(o,Y1)=Eμ[Δ(o,Y1)−1−log⁡Δ(o,Y1)]≥0.\eta=-\mathbb{E}_{\mu}\log\Delta(o,Y_1)=\mathbb{E}_{\mu}\left[\Delta(o,Y_1)-1-\log\Delta(o,Y_1)\right]\ge0.

The equality uses (22). The cocycle identity and stationarity along the walk give −Eμlog⁡Δ(o,Yn)=nη-\mathbb{E}_{\mu}\log\Delta(o,Y_n)=n\eta. On the other hand, the oo term of (22) at YnY_n gives

Δ(o,Yn)≥QGn(Yn,o)=deg⁡(o)deg⁡(Yn)QGn(o,Yn)≥D−1QGn(o,Yn).\Delta(o,Y_n)\ge Q_G^n(Y_n,o)=\frac{\deg(o)}{\deg(Y_n)}Q_G^n(o,Y_n)\ge D^{-1}Q_G^n(o,Y_n).

Taking negative logarithms and expectations gives nη≤hn+log⁡Dn\eta\le h_n+\log D. Sublinearity forces η=0\eta=0. Since u−1−log⁡uu-1-\log u is nonnegative and vanishes only at u=1u=1, we have Δ(o,Y1)=1\Delta(o,Y_1)=1 almost surely. Hence Λ1=Λ~1\Lambda_1=\widetilde{\Lambda}_1, proving QQ-reversibility. The QQ endpoint law is half the diagonal law plus half the PP endpoint law; the diagonal law is symmetric, so PP is reversible as well. □

Remark B.3 (Why vertices must be counted with multiplicity). Consider the three-leaf star rooted according to its degree-biased stationary probability. The center has probability 1/21/2 and each leaf has probability 1/61/6. On the isomorphism type whose first root is the center and whose second root is a leaf, M\mathcal{M} has mass 3/23/2, whereas M~\widetilde{\mathcal{M}} has mass 1/21/2. Thus J=1/3J=1/3, and the degree correction gives Δ=3J=1\Delta=3J=1, as reversibility requires. Counting only one representative of the three isomorphic leaves would give the wrong Radon–Nikodym derivative. The counting measures in the proof avoid this problem.

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