Recurrence of multidimensional persistent random walks. Fourier and series criteria

DOI10.3150/18-BEJ1098zbMATH Open1466.60089arXiv1712.02999OpenAlexW2772859386MaRDI QIDQ2295019FDOQ2295019

Authors: Peggy Cénac, Basile de Loynes, Yoann Offret, Arnaud Rousselle 

Publication date: 12 February 2020

Published in: Bernoulli (Search for Journal in Brave)

Abstract: The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{'e}vy walks for which the persistence times depend on some internal Markov chain: they admit Markov random walk skeletons. A recurrence versus transience dichotomy is highlighted. We first give a sufficient Fourier criterion for the recurrence, close to the usual Chung-Fuchs one, assuming in addition the positive recurrence of the driving chain and a series criterion is derived. The key tool is the Nagaev-Guivarc'h method. Finally, we focus on particular two-dimensional persistent random walks, including directionally reinforced random walks, for which necessary and sufficient Fourier and series criteria are obtained. Inspired by cite{Rainer2007}, we produce a genuine counterexample to the conjecture of cite{Mauldin1996}. As for the one-dimensional situation studied in cite{PRWI}, it is easier for a persistent random walk than its skeleton to be recurrent but here the difference is extremely thin. These results are based on a surprisingly novel -- to our knowledge -- upper bound for the L{'e}vy concentration function associated with symmetric distributions.

Full work available at URL: https://arxiv.org/abs/1712.02999

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zbMATH Keywords

Markov operatorsMarkov random walksconcentration functionsvariable length Markov chainpersistent random walksFourier and series recurrence criteriaFourier perturbations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50)

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Cited In (9)

• RECURRENCE FOR PERSISTENT RANDOM WALKS IN TWO DIMENSIONS
• Title not available (Why is that?)
• Persistent random walks. I. Recurrence versus transience
• Level crossing probabilities. II: Polygonal recurrence of multidimensional random walks
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