Random walks in varying dimensions (Q1908213): Difference between revisions
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Latest revision as of 10:52, 24 May 2024
scientific article
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English | Random walks in varying dimensions |
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Random walks in varying dimensions (English)
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18 July 1996
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Let \(X_1, X_2,\dots\) be a sequence of independent and identically distributed random variables with values in the three-dimensional lattice \(\mathbb{Z}^3\), with zero mean and finite variance. Let \(X_i'\) be the vector that results if the third component of \(X_i\) is replaced by 0. It is well-known that the random walk with steps \(X_i\) is transient, but that recurrence obtains if the steps are \(X_i'\) instead. An inhomogeneous random walk with dimension between 2 and 3 results if we take the steps to be \(X_i'\) or \(X_i\), depending on whether \(i = a_n\) for some \(n\) or not, with \((a_n)_{n \in \mathbb{N}}\) a fixed sequence of positive integers. The main result of the paper shows that, in somewhat informal language, the watershed between transience and recurrence is provided by the sequence \(a_n = \text{exp}(\text{exp}(n^{1/2}))\).
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random walk
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recurrence
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transience
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dimension
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lattice
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