Long time behavior of random walks on the integer lattice

DOI10.1007/S00605-019-01316-3MaRDI QIDQ2291637zbMATH OpenOpenAlexWikidataFDO

Authors Bartosz Trojan

Publication date 31 January 2020

Published in Monatshefte für Mathematik (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1512.09035

zbMATH Keywords

asymptotic formulainteger latticeoscillatory integralrandom walk

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Limit theorems in probability theory (60F99) Sums of independent random variables; random walks (60G50)

Abstract: We consider an irreducible finite range random walk on the $d$-dimensional integer lattice and study asymptotic behaviour of its transition function $p(n;x)$. In particular, for simple random walk our asymptotic formula is valid as long as $n(n-|x{|}_1{)}^{-2}$ tends to zero.

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Cites work

• Albanese maps and off diagonal long time asymptotics for the heat kernel
• scientific article; zbMATH DE number 3896041 (Why is no real title available?)
• scientific article; zbMATH DE number 3194856 (Why is no real title available?)
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Cited in

(4)

• Long time behavior in locally activated random walks
• Individual behaviors of long-time-dependent walks
• Limit theorems for the Green function of the lattice Laplacian under large deviations of the random walk
• Transition probability estimates for subordinate random walks

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