Geometric approximation for the number of returns of a transient Markov chain to its origin
classification
🧮 math.PR
keywords
chaingeometricmarkovapproximationboundsdistributionerrornumber
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Given a discrete-time, transient Markov chain, we establish explicit total variation error bounds in the approximation of the number of visits to its starting state within the first $n$ time steps by a geometric distribution. Our error bounds are expressed in terms of the heat kernel of the Markov chain. As applications, we consider Galton--Watson processes with a geometric offspring distribution, and random walks on the one- and three-dimensional integer lattices, regular trees, supercritical percolation clusters, and groups with polynomial growth.
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