Markov Chain Intersections and the Loop-Erased Walk

Abstract

Let X and Y be independent transient Markov chains on the same state space that have the same transition probabilities. Let L denote the ``loop-erased path'' obtained from the path of X by erasing cycles when they are created. We prove that if the paths of X and Y have infinitely many intersections a.s., then L and Y also have infinitely many intersections a.s.

To appear in Ann. Inst. H. Poincaré Probab. Statist