Heat kernels, intrinsic contractivity and ergodicity of discrete-time Markov chains killed by potentials

We study discrete-time Markov chains on countably infinite state spaces, which are perturbed by rather general confining (i.e.\ growing at infinity) potentials. Using a discrete-time analogue of the classical Feynman--Kac formula, we obtain two-sided estimates for the $n$-step heat kernels $u_n(x,y)$ of the perturbed chain. These estimates are of the form $u_n(x,y)\asymp \lambda_0^n\phi_0(x)\widehat\phi_0(y)+F_n(x,y)$, where $\phi_0$ (and $\widehat\phi_0$) are the (dual) eigenfunctions for the lowest eigenvalue $\lambda_0$; the perturbation $F_n(x,y)$ is explicitly given, and it vanishes if either $x$ or $y$ is in a bounded set. The key assumptions are that the chain is uniformly lazy and that the \enquote{direct step property} (DSP) is satisfied. This means that the chain is more likely to move from state $x$ to state $y$ in a single step rather than in two or more steps. Starting from the form of the heat kernel estimate, we define the intrinsic (or ground-state transformed) chains and we introduce time-dependent ultracontractivity notions -- asymptotic and progressive intrinsic ultracontractivity -- which we can link to the growth behaviour of the confining potential; this allows us to consider arbitrarily slow growing potentials. These new notions of ultracontractivity also lead to a characterization of uniform (quasi-)ergodicity of the perturbed and the ground-state transformed Markov chains. At the end of the paper, we give various examples that illustrate how our findings relate to existing models, e.g.\ nearest-neighbour walks on infinite graphs, subordinate processes or non-reversible Markov chains.