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Property / author: George Deligiannidis / rank | |||
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Property / author: George Deligiannidis / rank | |||
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Summary: For a \(\mathbb{Z}^d\)-valued random walk \((S_n)_{n \in \mathbb{N}_0}\), let \(l(n, x)\) be its local time at the site \(x \in \mathbb{Z}^d\). For \(\alpha \in \mathbb{N}\), define the \(\alpha\)-fold self-intersection local time as \(L_n(\alpha) := \sum_x l(n, x)^\alpha\). Also let \(L_n^{\mathrm{SRW}}(\alpha)\) be the corresponding quantities for the simple random walk in \(\mathbb{Z}^d\). Without imposing any moment conditions, we show that the variance of the self-intersection local time of any genuinely \(d\)-dimensional random walk is bounded above by the corresponding quantity for the simple symmetric random walk; that is, \(\operatorname{var}(L_n(\alpha)) = O(\operatorname{var} (L_n^{\mathrm{SRW}}(\alpha)))\). In particular, for any genuinely \(d\)-dimensional random walk, with \(d \geq 4\), we have \(\operatorname{var} (L_n(\alpha)) = O(n)\). On the other hand, in dimensions \(d \leq 3\) we show that if the behaviour resembles that of simple random walk, in the sense that \(\lim \inf_{n \to \infty} \operatorname{var} \left(L_n \left(\alpha\right)\right) / \operatorname{var} (L_n^{\mathrm{SRW}}(\alpha)) > 0\), then the increments of the random walk must have zero mean and finite second moment. | |||
Property / review text: Summary: For a \(\mathbb{Z}^d\)-valued random walk \((S_n)_{n \in \mathbb{N}_0}\), let \(l(n, x)\) be its local time at the site \(x \in \mathbb{Z}^d\). For \(\alpha \in \mathbb{N}\), define the \(\alpha\)-fold self-intersection local time as \(L_n(\alpha) := \sum_x l(n, x)^\alpha\). Also let \(L_n^{\mathrm{SRW}}(\alpha)\) be the corresponding quantities for the simple random walk in \(\mathbb{Z}^d\). Without imposing any moment conditions, we show that the variance of the self-intersection local time of any genuinely \(d\)-dimensional random walk is bounded above by the corresponding quantity for the simple symmetric random walk; that is, \(\operatorname{var}(L_n(\alpha)) = O(\operatorname{var} (L_n^{\mathrm{SRW}}(\alpha)))\). In particular, for any genuinely \(d\)-dimensional random walk, with \(d \geq 4\), we have \(\operatorname{var} (L_n(\alpha)) = O(n)\). On the other hand, in dimensions \(d \leq 3\) we show that if the behaviour resembles that of simple random walk, in the sense that \(\lim \inf_{n \to \infty} \operatorname{var} \left(L_n \left(\alpha\right)\right) / \operatorname{var} (L_n^{\mathrm{SRW}}(\alpha)) > 0\), then the increments of the random walk must have zero mean and finite second moment. / rank | |||
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Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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Property / zbMATH DE Number: 6681134 / rank | |||
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\(\mathbb{Z}^d\)-valued random walk | |||
Property / zbMATH Keywords: \(\mathbb{Z}^d\)-valued random walk / rank | |||
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variance | |||
Property / zbMATH Keywords: variance / rank | |||
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Property / zbMATH Keywords | |||
self-intersection local time | |||
Property / zbMATH Keywords: self-intersection local time / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / Wikidata QID | |||
Property / Wikidata QID: Q59125091 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2492190562 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1505.07956 / rank | |||
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Property / cites work | |||
Property / cites work: Q5731217 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 09:01, 13 July 2024
scientific article
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English | Optimal bounds for the variance of self-intersection local times |
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Optimal bounds for the variance of self-intersection local times (English)
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7 February 2017
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Summary: For a \(\mathbb{Z}^d\)-valued random walk \((S_n)_{n \in \mathbb{N}_0}\), let \(l(n, x)\) be its local time at the site \(x \in \mathbb{Z}^d\). For \(\alpha \in \mathbb{N}\), define the \(\alpha\)-fold self-intersection local time as \(L_n(\alpha) := \sum_x l(n, x)^\alpha\). Also let \(L_n^{\mathrm{SRW}}(\alpha)\) be the corresponding quantities for the simple random walk in \(\mathbb{Z}^d\). Without imposing any moment conditions, we show that the variance of the self-intersection local time of any genuinely \(d\)-dimensional random walk is bounded above by the corresponding quantity for the simple symmetric random walk; that is, \(\operatorname{var}(L_n(\alpha)) = O(\operatorname{var} (L_n^{\mathrm{SRW}}(\alpha)))\). In particular, for any genuinely \(d\)-dimensional random walk, with \(d \geq 4\), we have \(\operatorname{var} (L_n(\alpha)) = O(n)\). On the other hand, in dimensions \(d \leq 3\) we show that if the behaviour resembles that of simple random walk, in the sense that \(\lim \inf_{n \to \infty} \operatorname{var} \left(L_n \left(\alpha\right)\right) / \operatorname{var} (L_n^{\mathrm{SRW}}(\alpha)) > 0\), then the increments of the random walk must have zero mean and finite second moment.
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\(\mathbb{Z}^d\)-valued random walk
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variance
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self-intersection local time
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