A note on the rate of returns in random walks (Q2510436): Difference between revisions
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English | A note on the rate of returns in random walks |
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A note on the rate of returns in random walks (English)
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1 August 2014
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Denote by \((\Sigma,d)\) a metric space where \[ \Sigma:=\{x=(x_1,x_2,\ldots):x_i=\pm 1, i\in\mathbb{N}\} \] and \(d(x,y):=2^{-\min\{k:x_{k+1}\neq y_{k+1}\}}\) for \(x,y\in\Sigma\). For \(x\in\Sigma\), set \(R_n(x):=\#\{k\leq n: S_k(x)=0\}\), \(n\in\mathbb{N}\), where \(S_k(x):=x_1+\ldots+x_k\). The authors note that the set \(\widetilde{\Sigma}:=\{x\in\Sigma: \lim\inf_{n\to\infty}\,n^{-1}R_n(x)<\lim\sup_{n\to\infty}\,n^{-1}R_n(x)\}\) is large from the dimensional point of view in the sense that its Hausdorff dimension equals one. The main result of the paper states that \(\widetilde{\Sigma}\) is also large from the topological point of view. More precisely, \(\Sigma\backslash\widetilde{\Sigma}\) is of the Baire first category.
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symmetric random walk
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rate of returns
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residual
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