1. Coupling from the Past for the Null Recurrent Markov Chain
- Author
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Baccelli, François, Haji-Mirsadeghi, Mir-Omid, Khaniha, Sayeh, Dynamics of Geometric Networks (DYOGENE), Département d'informatique - ENS Paris (DI-ENS), École normale supérieure - Paris (ENS-PSL), Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-École normale supérieure - Paris (ENS-PSL), Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Centre National de la Recherche Scientifique (CNRS)-Inria de Paris, Institut National de Recherche en Informatique et en Automatique (Inria), Sharif University of Technology [Tehran] (SUT), and European Project: 788851,ERC,ERC-2017-ADG ,NEMO(2019)
- Subjects
Foliation ,Renewal processes ,Probability (math.PR) ,Measure-valued Markov chain ,Dynamical system ,Random graph ,One ended random tree ,Coalescing random processes ,Invariant measure ,Discrete time discrete space Markov chain ,Recurrence ,Doeblin coupling ,FOS: Mathematics ,Unimodular random tree ,Taboo measure ,Perfect simulation ,[MATH]Mathematics [math] ,Potential measure ,Eternal family tree ,Mathematics - Probability ,Point process - Abstract
The Doeblin Graph of a countable state space Markov chain describes the joint pathwise evolutions of the Markov dynamics starting from all possible initial conditions, with two paths coalescing when they reach the same point of the state space at the same time. Its Bridge Doeblin subgraph only contains the paths starting from a tagged point of the state space at all possible times. In the irreducible, aperiodic, and positive recurrent case, the following results are known: the Bridge Doeblin Graph is an infinite tree that is unimodularizable. Moreover, it contains a single bi-infinite path, which allows one to build a perfect sample of the stationary state of the Markov chain. The present paper is focused on the null recurrent case. It is shown that when assuming irreducibility and aperiodicity again, the Bridge Doeblin Graph is either an infinite tree or a forest made of a countable collection of infinite trees. In the first case, the infinite tree in question has a single end, is not unimodularizable in general, but is always locally unimodular. These key properties are used to study the stationary regime of several measure-valued random dynamics on this Bridge Doeblin Tree. The most important ones are the taboo random dynamics, which admits as steady state a random measure with mean measure equal to the invariant measure of the Markov chain, and the potential random dynamics which is a random extension of the classical potential measure, with a mean measure equal to infinity at every point of the state space., 31 Pages, 8 figures
- Published
- 2022