Markov chain intersections and the loop-erased walk

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Abstract: Let X and Y be independent transient Markov chains on the same state space that have the same transition probabilities. Let L denote the ``loop-erased path obtained from the path of X by erasing cycles when they are created. We prove that if the paths of X and Y have infinitely many intersections a.s., then L and Y also have infinitely many intersections a.s.









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