Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 201 1 d Solution Created 2026-10-03 Updated 2026-10-06
Let be the natural filtration of the random walk on a graph. For a bounded harmonic function on a graph, the transition rule and the Markov property giveThus is a bounded martingale. The Martingale convergence theorem gives a finite almost sure limit .
On the probability-one recurrence event, every vertex is visited along a sequence . Along that sequence , while convergence of the whole sequence forces . Therefore every pair of vertices has the same value. This is the bounded harmonic function theorem on a recurrent graph:Recurrence makes each vertex value a subsequential limit of the same convergent martingale. A connected locally finite graph is countable, since it is the union of its finite distance balls, so these almost sure assertions can also be combined by a countable intersection. The one-vertex case is immediate.