Transition probability estimates for long range random walks

zbMATH Open1326.60061arXiv1411.2706MaRDI QIDQ887783FDOQ887783

Authors: Mathav Kishore Murugan, Laurent Saloff-Coste 

Publication date: 27 October 2015

Published in: The New York Journal of Mathematics (Search for Journal in Brave)

Abstract: Let $(M,d,mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $mu$ and whose one-step transition density is comparable to $(V_h(d(x,y))phi(d(x,y){)}^{-1}$, where $phi$ is a positive continuous regularly varying function with index $$ and $V_h$ is the homogeneous volume growth function. Extending several existing work by other authors, we prove global upper and lower bounds for $n$-step transition probability density that are sharp up to constants.

Full work available at URL: https://arxiv.org/abs/1411.2706

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zbMATH Keywords

heat kernel estimatesdiscrete time Markov chainslong range random walkstransition probability estimatesuniformly discrete metric measure space

Mathematics Subject Classification ID

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

Cited In (14)

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• Transition probabilities for infinite two-sided loop-erased random walks
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