A non-integral-dimensional random walk (Q5899703): Difference between revisions

For a given \(d\in (1,\infty)\) and a given distribution \(\{\eta_ j\}^{[d]+1}\), this paper defines a space-homogeneous and time-inhomogeneous random walk (R.W.) S as best thought of as linear interpolation of the walk familiar for integral dimensions. Its behaviour is like that of a simple d-dimensional R.W.: analogues of local central limit theorem, zero-one laws, hitting probability, recurrence and transience, etc. The definition of the R.W. \(S=\{S_ m\}\) is as following: \[ S_ m=\sum^{m}_{1}X_ t;\quad P(X_ i=\pm e_ j)=2^{-1}\gamma_ j(i),\quad i=1,2,...,\quad j=1,2,...,D+1,\quad D=[d], \] where \(e_ j=(0,...,0,1,0,...,0)\in Z^{D+1},\) \[ \gamma_ j(i)= \begin{cases} \eta_ j+O(i^{\beta -1}) &\text{ if \(j=1,2,...,D,\)}\\ \eta_{D+1}\beta i^{\beta -1} &\text{ if \(j=D+1,\)}\end{cases} \] satisfying \[ \sum^{D+1}_{1}\gamma_ j(i)=1\quad \forall i,\quad and\quad \beta =d-D. \]