Explicit bounds for the return probability of simple random walks (Q1780925)

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scientific article; zbMATH DE number 2175941
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    Explicit bounds for the return probability of simple random walks
    scientific article; zbMATH DE number 2175941

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      Explicit bounds for the return probability of simple random walks (English)
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      14 June 2005
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      Consider the simple random walk on the \(d\)-dimesional Euclidean lattice \(\mathbb{Z}^d\) and let \(P^d_n(i,j)\) be the probability of going from \(i\in \mathbb{Z}\) to \(j\in\mathbb{Z}^d\) in \(n\) steps. A classical result of Polya asserts that \(P_{2n}^d(0,0)\sim 2\left(\frac{d}{4\pi n}\right)^{d/2}\). In the paper under review, the authors give the following bound: \[ P_{2n}^d(0,0)\leq 2\left(\frac{d}{4\pi n}\right)^{d/2}\left[1-\frac{d}{8n}+\frac{7}{2}d(d+2)\left(\frac{d}{4n}\right)^2\right]+ \left(1+\frac{1}{\sqrt{n}}\right)e^{-2n/d} \] for all \(n\geq 3\) and \(d\leq n\). From this they deduce that \[ P_{2n}^d(0,0)\leq 2\left(\frac{d}{4\pi n}\right)^{d/2}\tag{1} \] when \(n\geq \frac{7}{4}d^2(d+1)+1\), giving a partial answer to a conjecture of Russ Lyons, who asked to prove (1) for all \(d\geq 1\) and \(n\geq 1\) (for \(d=1,2\) the conjecture is easy to prove).
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      asymptotic probability
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