Crossing estimates and convergence of Dirichlet functions along random walk and diffusion paths

DOI10.1214/AOP/1022677392MaRDI QIDQ1807208zbMATH OpenOpenAlexFDO

Authors Alano Ancona, Russell Lyons, Yuval Peres

Publication date 9 November 1999

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

Full work available at URL https://doi.org/10.1214/aop/1022677392

zbMATH Keywords

almost sure convergencecrossingdiffusionsDirichlet energymanifoldsMarkov chainrandom walk

Mathematics Subject Classification ID

Dirichlet forms (31C25) Strong limit theorems (60F15) Probabilistic potential theory (60J45)

Review text

The authors establish a crossing estimate for a Dirichlet function \(f\) along the path of a transient reversible Markov chain \(\{X_n\}\) and prove that the process \(\{f(X_n)\): \(n\geq 1\}\) converges almost surely and in \(L^2\). Similar results are also established for a transient symmetric diffusion on a Riemannian manifold. Results on crossing estimates are recently generalized to symmetric right Markov processes by \textit{Z.-Q. Chen, P. Fitzsimmons} and \textit{R. Song} [``Crossing estimates for symmetric Markov processes].

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Cited in

(13)

• Determination of the walk dimension of the Sierpiński gasket without using diffusion
• Harmonic Dirichlet functions on planar graphs
• Monopoles, dipoles, and harmonic functions on Bratteli diagrams
• Random walks and Kuramochi boundaries of infinite networks
• Recurrence of Markov chain traces
• Recurrence of random walk traces
• Random walks and induced Dirichlet forms on self-similar sets
• A Dirichlet principle for non reversible Markov chains and some recurrence theorems
• A discrete Gauss-Green identity for unbounded Laplace operators, and the transience of random walks
• Boundaries of planar graphs, via circle packings
• Unimodular hyperbolic triangulations: circle packing and random walk
• Parabolicity, the divergence theorem for -subharmonic functions and applications to the Liouville theorems for harmonic maps
• Harmonic analysis invariants for infinite graphs via operators and algorithms

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