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Random Discrete Structures pp 213–225Cite as

Energy, and Intersections of Markov Chains

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Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 76))

Abstract

In an earlier paper, the author and Fitzsimmons resolved several problems about the intersections of Brownian motions and Levy processes, using projection techniques to construct certain measures of finite energy. The present paper aims to make these techniques more accessible, by treating an analogous but simpler problem. Upper bounds will be obtained on intersection probabilities for discrete time Markov chains. This will be applied to obtain a Wiener type test for intersections of random walks within given sets.

Research supported in part by a grant from NSERC.

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References

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Author information

Authors and Affiliations

  1. Department of Mathematics and Statistics, York University, 4700 Keele Street, North York, Ontario, M3J IP3, USA

    Thomas S. Salisbury

Authors
  1. Thomas S. Salisbury
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Editor information

Editors and Affiliations

  1. Department of Statistics, University of California, Berkeley, CA, 94720, USA

    David Aldous

  2. Department of Mathematics, University of Wisconsin-Madison, Van Vleck Hall 480 Lincoln Drive, Madison, WI, 53706, USA

    Robin Pemantle

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© 1996 Springer-Verlag Berlin Heidelberg

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Salisbury, T.S. (1996). Energy, and Intersections of Markov Chains. In: Aldous, D., Pemantle, R. (eds) Random Discrete Structures. The IMA Volumes in Mathematics and its Applications, vol 76. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0719-1_15

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  • DOI: https://doi.org/10.1007/978-1-4612-0719-1_15

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-6881-9

  • Online ISBN: 978-1-4612-0719-1

  • eBook Packages: Springer Book Archive

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