On the range of a two-dimensional conditioned simple random walk

DOI10.5802/AHL.20MaRDI QIDQ2273134zbMATH OpenOpenAlexFDO

Authors Nina Gantert, S. Popov, M. Vachkovskaia

Publication date 18 September 2019

Published in Annales Henri Lebesgue (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1804.00291

zbMATH Keywords

Doob's \(h\)-transformrandom interlacementsrangesimple random walktransience

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Abstract: We consider the two-dimensional simple random walk conditioned on never hitting the origin. This process is a Markov chain, namely it is the Doob $h$-transform of the simple random walk with respect to the potential kernel. It is known to be transient and we show that it is "almost recurrent" in the sense that each infinite set is visited infinitely often, almost surely. We prove that, for a "large" set, the proportion of its sites visited by the conditioned walk is approximately a Uniform$[0,1]$ random variable. Also, given a set $Gsubsetmathbb{R}^2$ that does not "surround" the origin, we prove that a.s. there is an infinite number of $k$'s such that $kGcapmathbb{Z}^2$ is unvisited. These results suggest that the range of the conditioned walk has "fractal" behavior.

Recommendations

• Transience of conditioned walks on the plane: encounters and speed of escape
• Conditioned two-dimensional simple random walk: Green's function and harmonic measure
• On the range of a constrained random walk
• A limit theorem for two-dimensional conditioned random walk
• Two-sided random walks conditioned to have no intersections

Cites work

• A note on the Borel-Cantelli lemma
• An Introduction to Random Interlacements
• Denumerable Markov chains. Generating functions, boundary theory, random walks on trees.
• From random walk trajectories to random interlacements
• scientific article; zbMATH DE number 3858118 (Why is no real title available?)
• Non-homogeneous random walks. Lyapunov function methods for near-critical stochastic systems
• Random walk: A modern introduction
• Soft local times and decoupling of random interlacements
• The vacant set of two-dimensional critical random interlacement is infinite
• Two-dimensional random interlacements and late points for random walks
• Vacant set of random interlacements and percolation

Cited in

(11)

• The variance of the single point range of two dimensional recurrent random walk
• Rate of escape of conditioned Brownian motion
• Transience of conditioned walks on the plane: encounters and speed of escape
• Conditioned two-dimensional simple random walk: Green's function and harmonic measure
• Large deviations of the range of the planar random walk on the scale of the mean
• A finite compensation procedure for a class of two-dimensional random walks
• Harnack inequality and one-endedness of UST on reversible random graphs
• The number of ends in the uniform spanning tree for recurrent unimodular random graphs
• Rate of escape of the conditioned two-dimensional simple random walk
• Can one condition a killed random walk to survive?
• Stationary entrance chains and applications to random walks

This page was built for publication: On the range of a two-dimensional conditioned simple random walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2273134)