A Dirichlet principle for non reversible Markov chains and some recurrence theorems
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Publication:2447281
Abstract: We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an application we prove a some recurrence theorems. In particular, we show the recurrence of two-dimensional cycle random walks under a second moment condition on the winding numbers.
The authors make use of potential theory for the investigation of non-reversible Markov chains. They present two variational formulas for the solution of the Poisson equation and apply these results to prove some recurrence theorems. In particular, they investigate random walks with self-similar rescaled invariant potential and two-dimensional random walks in asymmetric random conductances.
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Cited in
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