English

Random walks colliding before getting trapped

Probability 2015-06-26 v1

Abstract

Let PP be the transition matrix of a finite, irreducible and reversible Markov chain. We say the continuous time Markov chain XX has transition matrix PP and speed λ\lambda if it jumps at rate λ\lambda according to the matrix PP. Fix λX,λY,λZ0\lambda_X,\lambda_Y,\lambda_Z\geq 0, then let X,YX,Y and ZZ be independent Markov chains with transition matrix PP and speeds λX,λY\lambda_X,\lambda_Y and λZ\lambda_Z respectively, all started from the stationary distribution. What is the chance that XX and YY meet before either of them collides with ZZ? For each choice of λX,λY\lambda_X,\lambda_Y and λZ\lambda_Z with max(λX,λY)>0\max(\lambda_X,\lambda_Y)>0, we prove a lower bound for this probability which is uniform over all transitive, irreducible and reversible chains. In the case that λX=λY=1\lambda_X=\lambda_Y=1 and λZ=0\lambda_Z=0 we prove a strengthening of our main theorem using a martingale argument. We provide an example showing the transitivity assumption cannot be removed for general λX,λY\lambda_X,\lambda_Y and λZ\lambda_Z.

Keywords

Cite

@article{arxiv.1506.07845,
  title  = {Random walks colliding before getting trapped},
  author = {Louigi Addario-Berry and Roberto I. Oliveira and Yuval Peres and Perla Sousi},
  journal= {arXiv preprint arXiv:1506.07845},
  year   = {2015}
}

Comments

20 pages

R2 v1 2026-06-22T10:00:24.479Z