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Teoriya Veroyatnostei i ee Primeneniya, 1996, Volume 41, Issue 4, Pages 854–868
DOI: https://doi.org/10.4213/tvp3239
(Mi tvp3239)
 

This article is cited in 19 scientific papers (total in 19 papers)

Cutpoints and exchangeable events for random walks

N. Jamesa, Y. Peresb

a Department of Mathematics, University of California, Berkeley, CA, USA
b Department of Statistics, University of California, Berkeley, CA, USA
Abstract: For a Markov chain $\{S_n\}$, call $S_k$ a cutpoint, and $K$ a cut-epoch, if there is no possible transition from $S_i$ to $S_j$ whenever $i<k<j$. We show that a transient random walk of bounded stepsize on an integer lattice has infinitely many cutpoints almost surely. For simple random walk on $\mathbf{Z}^d$, $d \ge 4$, this is due to Lawler. Furthermore, let $G$ be a finitely generated group of growth at least polynomial of degree 5; then for any symmetric random walk on $G$ such that the steps have a bounded support that generates $G$, the cut-epochs have positive density.
We also show that for any Markov chain which has infinitely many cutpoints almost surely, the eventual occupation numbers generate the exchangeable $\sigma$-field. Combining these results answers a question posed by Kaimanovich, and partially resolves a conjecture of Diaconis and Freedman.
Keywords: cutpoint, exchangeable, Markov chain, Poisson boundary, random walks on groups.
Received: 11.10.1995
English version:
Theory of Probability and its Applications, 1997, Volume 41, Issue 4, Pages 666–677
DOI: https://doi.org/10.1137/S0040585X97975745
Bibliographic databases:
Language: English
Citation: N. James, Y. Peres, “Cutpoints and exchangeable events for random walks”, Teor. Veroyatnost. i Primenen., 41:4 (1996), 854–868; Theory Probab. Appl., 41:4 (1997), 666–677
Citation in format AMSBIB
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\by N.~James, Y.~Peres
\paper Cutpoints and exchangeable events for random walks
\jour Teor. Veroyatnost. i Primenen.
\yr 1996
\vol 41
\issue 4
\pages 854--868
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\zmath{https://zbmath.org/?q=an:0896.60035}
\transl
\jour Theory Probab. Appl.
\yr 1997
\vol 41
\issue 4
\pages 666--677
\crossref{https://doi.org/10.1137/S0040585X97975745}
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  • https://www.mathnet.ru/eng/tvp/v41/i4/p854
  • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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