Recurrence properties of a special type of heavy-tailed random walk (Q629894): Difference between revisions

Consider the heavy tail distribution \[ p_k:=\frac{1}{2\zeta(3)}\,k^{-3},\qquad k\in\mathbb Z\setminus\{0\}, \] on the integer lattice and let \(Q=(Q_n)_{n=0,1,2,\dots}\) be the corresponding integer-valued random walk. Furthermore, let \(S=(S_n)_{n=0,1,2,\dots}\) be the random walk on the two-dimensional integer lattice with step distribution \[ p'_{(0,k)}=p'_{(k,0)}=\tfrac12p_k. \] The author derives local limit theorems for \(Q\) and \(S\) as well as the asymptotics for the time of first return to the origin, and the number of visits to the origin in the first \(n\) steps.