Recurrence of Markov chain traces

DOI10.1214/19-AIHP979MaRDI QIDQ2179256zbMATH OpenFDO

Authors Itai Benjamini, Jonathan Hermon

Publication date 12 May 2020

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.03479, https://projecteuclid.org/euclid.aihp/1580720507

zbMATH Keywords

capacityrecurrencetrace

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Discrete-time Markov processes on general state spaces (60J05)

Abstract: It is shown that transient graphs for the simple random walk do not admit a nearest neighbor transient Markov chain (not necessarily a reversible one), that crosses all edges with positive probability, while there is such chain for the square grid $mathbb{Z}^2$. In particular, the $d$-dimensional grid $mathbb{Z}^d$ admits such a Markov chain only when $d=2$. For $d=2$ we present a relevant example due to Gady Kozma, while the general statement for transient graphs is obtained by proving that for every transient irreducible Markov chain on a countable state space, which admits a stationary measure, its trace is a.s. recurrent for simple random walk. The case that the Markov chain is reversible is due to Gurel-Gurevich, Lyons and the first named author (2007). We exploit recent results in potential theory of non-reversible Markov chains in order to extend their result to the non-reversible setup.

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Cited in

(9)

• How often does a Harris recurrent Markov chain recur?
• Some percolations involving the Gaussian free fields
• A spectral characterization for concentration of the cover time
• Doeblin trees
• Recurrence of random walk traces
• Metastable Markov chains
• scientific article; zbMATH DE number 613242 (Why is no real title available?)
• An elementary proof for the recurrence of the product graph ${\mathbb{Z}^2} \times \left\{ {0, 1, \cdots, l - 1} \right\}$
• Most transient random walks have infinitely many cut times

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