Skip to content
DraconiticResearch
Search Sources API
194,230 studies31 sourcesUpdated 54 min ago
PreprintCC BY-NC-ND 4.0arXiv

Geometric approximation for the number of returns of a transient Markov chain to its origin

Abstract

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.

Versions

Related

  1. Graph-theoretic framework for semi-Markov networks: transient and stationary occupation probabilities, hitting times and weak ergodicity breaking
    Julian Voits
    arXivPreprintCC BY 4.0Full textProbabilityStatistical & nonlinear physicsarXiv
  2. Reinforcement Learning with Markov Risk Measures and Multipattern Risk Approximation
    Andrzej Ruszczynski, Tiangang Zhang
    arXivPreprintarXiv licenceFull textOptimisation & controlStatisticsarXiv
  3. On the Information Bottleneck for Ergodic Finite-State Markov Chains: Stationary Approximation and Asymptotic Optimality
    Wael Tabbara, Jihad Fahs, Mohamad Assaad
    arXivPreprintCC BY 4.0Full textGeneral mathematicsarXiv
  4. Sharp Norm Approximation of Covering Markov Operators
    Hülya Duru, Serkan İlter, Aygül Bilgin
    arXivPreprintarXiv licenceFull textAnalysis & PDEsarXiv
  5. Geometric Functional Inequalities for Markov Processes: An Invitation via the Langevin Diffusion
    Sam Power
    arXivPreprintCC BY 4.0Full textAnalysis & PDEsProbabilityarXiv
BibTeX
@misc{daly2026geometric,
  title = {{Geometric approximation for the number of returns of a transient Markov chain to its origin}},
  author = {Fraser Daly and Seva Shneer},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2606.05039},
  eprint = {2606.05039},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2606.05039},
  note = {CC BY-NC-ND 4.0},
}
RIS
TY  - UNPB
TI  - Geometric approximation for the number of returns of a transient Markov chain to its origin
AU  - Fraser Daly
AU  - Seva Shneer
PY  - 2026
DA  - 2026/09/29
PB  - arXiv
DO  - 10.48550/arxiv.2606.05039
UR  - https://arxiv.org/abs/2606.05039
AB  - 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.
ER  -