Capacity of a finite set for a transient random walk Created 2026-09-24 Updated 2026-09-24
The capacity of a finite set is the total mass of its equilibrium measure of a finite set:
Capacity is monotone under inclusion, though strict inclusion need not give strict inequality.
Last-exit decomposition for a transient random walk Created 2026-09-24 Updated 2026-09-24
A last-exit decomposition partitions a transient path event according to the final visit to a finite set. Reversing the finite path before that visit and using detailed balance converts last-exit probabilities into hitting probabilities weighted by an equilibrium measure of a finite set.
The displayed identity is false with the printed non-strict inequality. For example, take and let . The event says that the walk returns to at most once, so its left side is , whereas its right side is .
The standard and evidently intended last-exit decomposition for a transient random walk has . Decompose that corrected event according to and . The Strong Markov property at time gives
Reversibility of the random walk on a graph gives the path-reversal identity
Since is the equilibrium measure of a finite set, summing first over and then over yields