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Markov chain intersections and the loop-erased walk (2008)

Abstract
Abstract. Let X and Y be independent transient Markov chains on the same state space that have the same transition probabilities. Let L denote the “loop-erased path ” obtained from the path of X by erasing cycles when they are created. We prove that if the paths of X and Y have infinitely many intersections a.s., then L and Y also have infinitely many intersections a.s. Résumé. Soit X et Y deux chaînes de Markov indépendantes et transientes à même espace d’états et aux mêmes probabilités de transition. Soit L le “chemin aux boucles effacées ” obtenu du chemin de X en effaçant les cycles aux moments de création. Nous démontrons que si les chemins de X et Y ont une infinité d’intersections p.s., alors L et Y ont aussi une infinité d’intersections p.s. §1. Introduction. Erdős and Taylor [3] proved that two independent simple random walk paths in Z d intersect infinitely often if d ≤ 4, but not if d> 4. Lawler [9] proved that for d = 3, 4, there are still infinitely many intersections even if one of the paths is replaced by its

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Download http://citeseerx.ist.psu.edu/viewdoc/summary?doi=?doi=10.1.1.121.6081
Source http://mypage.iu.edu/~rdlyons/pdf/lerw.pdf
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Type text
Language English
Relation 10.1.1.56.2276, 10.1.1.47.8598, 10.1.1.126.3212, 10.1.1.116.6546, 10.1.1.121.5769