Local central limit theorem for a random walk perturbed in one point

DOI10.1007/S11040-019-9316-6MaRDI QIDQ2317992zbMATH OpenOpenAlexFDO

Authors Giuseppe Genovese, Renato Lucà

Publication date 13 August 2019

Published in Mathematical Physics, Analysis and Geometry (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1605.06227

zbMATH Keywords

local central limit theoremsinhomogeneous random walks

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50)

Abstract: We consider a symmetric random walk on the $u$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction to diffusive behaviour appears in any dimension along with a long-range correction in the one-dimensional case.

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Cites work

• scientific article; zbMATH DE number 796427 (Why is no real title available?)
• Random walk on \(\mathbb Z\) with one-point inhomogeneity
• Random walk: A modern introduction
• Weak dependence for a class of local functionals of Markov chains on \(\mathbb Z^d\)

Cited in

(3)

• On multidimensional locally perturbed standard random walks
• Random walk on \(\mathbb Z\) with one-point inhomogeneity
• Long time asymptotics of non-symmetric random walks on crystal lattices

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