Skip to main navigation Skip to search Skip to main content

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

Research output: Contribution to journal › Article › peer-review

1 Downloads (Pure)

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.
Original languageEnglish
Article number110974
JournalStatistics and Probability Letters
Volume241
Early online date26 Sept 2026
DOIs
Publication statusE-pub ahead of print - 26 Sept 2026

Keywords

  • Galton–Watson process
  • Heat kernel
  • Markov chain
  • Random walk
  • Return time
  • Stein’s method

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint

Dive into the research topics of 'Geometric approximation for the number of returns of a transient Markov chain to its origin'. Together they form a unique fingerprint.

Cite this