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Markov chain traces. (arXiv:1711.03479v1 [math.PR])

来源于:arXiv
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, 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. We exploit recent results in potential theory of non-reversible Markov chains in order to extend their result to the non-reversible setup. 查看全文>>