Anomalous threshold behavior of long range random walks

DOI10.1214/EJP.V20-3989MaRDI QIDQ2515941zbMATH OpenOpenAlexFDO

Authors Laurent Saloff-Coste, Mathav Kishore Murugan

Publication date 7 August 2015

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.2707

zbMATH Keywords

long range random walksMarkov chainsmoment thresholdsub-Gaussian estimate

Mathematics Subject Classification ID

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

Abstract: We consider weighted graphs satisfying sub-Gaussian estimate for the natural random walk. On such graphs, we study symmetric Markov chains with heavy tailed jumps. We establish a threshold behavior of such Markov chains when the index governing the tail heaviness (or jump index) equals the escape time exponent (or walk dimension) of the sub-Gaussian estimate. In a certain sense, this generalizes the classical threshold corresponding to the second moment condition.

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(4)

• Heat kernel estimates for anomalous heavy-tailed random walks
• Long time behavior in locally activated random walks
• Davies' method for anomalous diffusions
• Stability results for symmetric jump processes on metric measure spaces with atoms

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