A transient Markov chain with finitely many cutpoints
Nicholas James, Russell Lyons, Yuval Peres
Abstract
We give an example of a transient reversible Markov chain that almost surely has only a finite number of cutpoints. We explain how this is relevant to a conjecture of Diaconis and Freedman and a question of Kaimanovich. We also answer Kaimanovich’s question when the Markov chain is a nearest-neighbor random walk on a tree.
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Primary Subjects: 60J10
Secondary Subjects: 60J50
Keywords: birth-and-death chain; cutpoints; exchangeable; nearest-neighbor random walk; occupation numbers; transient Markov chain; trees
Full-text: Open access
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Permanent link to this document: http://projecteuclid.org/euclid.imsc/1207580076
Digital Object Identifier: doi:10.1214/193940307000000365
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