A transient Markov chain with finitely many cutpoints

Mathematics – Probability

Scientific paper

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Published in at http://dx.doi.org/10.1214/193940307000000365 the IMS Collections (http://www.imstat.org/publications/imscollec

Scientific paper

10.1214/193940307000000365

We give an example of a transient reversible Markov chain that almost surely
has only a finite number of cutpoints. We explain how this is relevant to a
conjecture of Diaconis and Freedman and a question of Kaimanovich. We also
answer Kaimanovich's question when the Markov chain is a nearest-neighbor
random walk on a tree.

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