“…That is, [(i, j), (k, l)] ∈ E ⇐⇒ (k, l) ∈ {(i − 1, j − 1), (i + 1, j − 1), (i, j + 2)} (see Figure 8). We consider the random walk on Γ with transition probability p((i, j), (k, l)) = 1 3 for [(i, j), (k, l)] ∈ E (and in turn p((i, j), (k, l)) = 0 for [(i, j), (k, l)] / ∈ E). This is described by the Markov chain Z 2 even , P with state space Z 2 even and transition matrix P = (p((i, j), (k, l))) (i,j),(k,l)∈Z 2 even (cf.…”