Level crossing probabilities. II: Polygonal recurrence of multidimensional random walks

DOI10.1016/J.AIM.2006.03.009MaRDI QIDQ861050zbMATH OpenOpenAlexFDO

Authors Rainer Siegmund-Schultze, Heinrich von Weizsäcker

Publication date 9 January 2007

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0406423

zbMATH Keywords

multivariate random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sample path properties (60G17)

Abstract: In part I (math.PR/0406392) we proved for an arbitrary one-dimensional random walk with independent increments that the probability of crossing a level at a given time n is of the maximal order square root of n. In higher dimensions we call a random walk 'polygonally recurrent' (resp. transient) if a.s. infinitely many (resp. finitely many) of the straight lines between two consecutive sites hit a given bounded set. The above estimate implies that three-dimensional random walks with independent components are polygonally transient. Similarly a directionally reinforced random walk on Z^3 in the sense of Mauldin, Monticino and v.Weizsaecker [1] is transient. On the other hand we construct an example of a transient but polygonally recurrent random walk with independent components on Z^2.

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Cites work

• scientific article; zbMATH DE number 3194856 (Why is no real title available?)
• An Estimate of the Concentration Functionby the Esseen Method
• Directionally reinforced random walks
• Level crossing probabilities. I: One-dimensional random walks and symmetrization
• On the Kolmogorov-Rogozin inequality for the concentration function
• On the asymptotic distribution of sums of independent identically distributed random variables

Cited in

(11)

• On random walks and levels of the form \(n^ \alpha\)
• Maximal probabilities of convolution powers of discrete uniform distributions
• Random walks with different directions
• Conservative and semiconservative random walks: recurrence and transience
• On a directionally reinforced random walk
• Determining the mode for convolution powers of discrete uniform distribution
• Escape probabilities for slowly recurrent sets
• Persistent random walks. I. Recurrence versus transience
• Level crossing probabilities. I: One-dimensional random walks and symmetrization
• Recurrence of multidimensional persistent random walks. Fourier and series criteria
• Level crossings of a two-parameter random walk

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