Transition probability estimates for reversible Markov chains

DOI10.1214/ECP.V5-1015MaRDI QIDQ1977462zbMATH OpenFDO

Authors András Telecs

Publication date 18 May 2000

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

Full work available at URL https://eudml.org/doc/120649, http://www.emis.de/journals/EJP-ECP/EcpVol5/paper3.abs.html

zbMATH Keywords

dimensionfractalMarkov chainramdom walk

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

The paper deals with the transition probability estimates of discrete time transient reversible Markov chains. Two parameters -- the Greenian index and the fractal dimension -- are used in the estimates for a class of the Markov chains with regular volume growth, without using the group structure or fractal similarity. The result extends the well-known Varopoulos theorem.

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• Expectations for nonreversible Markov chains
• A probability inequality for the occupation measure of a reversible Markov chain
• Existence of the harmonic measure for random walks on graphs and in random environments
• Limit profiles for reversible Markov chains
• scientific article; zbMATH DE number 3936137 (Why is no real title available?)
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• Characterization of cutoff for reversible Markov chains
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