  The probability that a transient Markov chain, or a Brownian path, will ever
visit a given set Lambda, is classically estimated using the capacity of Lambda
with respect to the Green kernel G(x,y). We show that replacing the Green
kernel by the Martin kernel G(x,y)/G(0,y) yields improved estimates, which are
exact up to a factor of 2. These estimates are applied to random walks on
lattices, and also to explain a connection found by R. Lyons between capacity
and percolation on trees.
