Transition probabilities for infinite two-sided loop-erased random walks

DOI10.1214/19-EJP376MaRDI QIDQ2279336zbMATH OpenOpenAlexFDO

Authors Christian Beneš, Gregory F. Lawler, Fredrik Johansson Viklund

Publication date 12 December 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.08593, https://projecteuclid.org/euclid.ejp/1575428689

zbMATH Keywords

discrete harmonic functionsGreen's functionLaplacianloop-erased random walk

Mathematics Subject Classification ID

Stochastic processes (60G99) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: The infinite two-sided loop-erased random walk (LERW) is a measure on infinite self-avoiding walks that can be viewed as giving the law of the `middle part' of an infinite LERW loop going through 0 and infinity. In this note we derive expressions for transition probabilities for this model in dimensions two and up. In the plane, the formula can be further expressed in terms of a Laplacian with signed weights acting on certain discrete harmonic functions at the tips of the walk, and taking a determinant. The discrete harmonic functions are closely related to a discrete version of the complex square-root.

Review text

This note deals with two-sided loop erased from random walk and more especially with the transition probabilities for this modelling. Various approximations are provided, which may be useful in the applications.

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Cited in

(4)

• Markov chain intersections and the loop-erased walk
• Some notes on random walks in two dimensions
• The infinite two-sided loop-erased random walk
• Infinite moments of the partition function for random walks in a random potential

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