Martin capacity for Markov chains

DOI10.1214/AOP/1176988187MaRDI QIDQ1902955zbMATH OpenOpenAlexFDO

Authors Itai Benjamini, Robin Pemantle, Yuval Peres

Publication date 30 June 1996

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0404054

zbMATH Keywords

Green kernelNewtonian capacitypercolation on treesrandom walks on lattices

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Probabilistic potential theory (60J45)

Abstract: The probability that a transient Markov chain, or a Brownian path, will ever visit a given set Lambda, is classically estimated using the capacity of Lambda with respect to the Green kernel G(x,y). We show that replacing the Green kernel by the Martin kernel G(x,y)/G(0,y) yields improved estimates, which are exact up to a factor of 2. These estimates are applied to random walks on lattices, and also to explain a connection found by R. Lyons between capacity and percolation on trees.

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Cited in

(19)

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• The dimension of the range of a transient random walk
• Hitting estimates on Einstein manifolds and applications
• Brownian sheet images and Bessel-Riesz capacity
• What is the probability of intersecting the set of Brownian double points?
• Variational formula of capacity for asymmetric Markov chains
• Logarithmic corrections to scaling in the four-dimensional uniform spanning tree
• Nodal geometry, heat diffusion and Brownian motion
• The rencontre problem
• Random walks in varying dimensions
• scientific article; zbMATH DE number 912985 (Why is no real title available?)
• Patterns in random walks and Brownian motion
• The scaling limit of loop-erased random walk in three dimensions
• Brownian motion and thermal capacity
• Intersection-equivalence of Brownian paths and certain branching processes
• Brownian motion with variable drift: 0-1 laws, hitting probabilities and Hausdorff dimension
• Ergodic properties of boundary actions and the Nielsen-Schreier theory
• Arbitrary many Walkers meet infinitely often in a subballistic random environment
• Dynamical percolation on general trees

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