Random walks in varying dimensions

DOI10.1007/BF02213742MaRDI QIDQ1908213zbMATH OpenFDO

Authors Itai Benjamini, Robin Pemantle, Yuval Peres

Publication date 18 July 1996

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

Full work available at URL https://arxiv.org/abs/math/0404085

zbMATH Keywords

dimensionlatticerandom walkrecurrencetransience

Mathematics Subject Classification ID

Zero-one laws (60F20) Sums of independent random variables; random walks (60G50)

Abstract: We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two symmetric step distributions of bounded support.

Review text

Let \(X_1, X_2,\dots\) be a sequence of independent and identically distributed random variables with values in the three-dimensional lattice \(\mathbb{Z}^3\), with zero mean and finite variance. Let \(X_i'\) be the vector that results if the third component of \(X_i\) is replaced by 0. It is well-known that the random walk with steps \(X_i\) is transient, but that recurrence obtains if the steps are \(X_i'\) instead. An inhomogeneous random walk with dimension between 2 and 3 results if we take the steps to be \(X_i'\) or \(X_i\), depending on whether \(i = a_n\) for some \(n\) or not, with \((a_n)_{n \in \mathbb{N}}\) a fixed sequence of positive integers. The main result of the paper shows that, in somewhat informal language, the watershed between transience and recurrence is provided by the sequence \(a_n = \text{exp}(\text{exp}(n^{1/2}))\).

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Cites work

• A non-integral-dimensional random walk
• A note on the Borel-Cantelli lemma
• A simple criterion for transience of a reversible Markov chain
• scientific article; zbMATH DE number 19368 (Why is no real title available?)
• scientific article; zbMATH DE number 3194856 (Why is no real title available?)
• Martin capacity for Markov chains

Cited in

(9)

• Nearest-neighbor walks with low predictability profile and percolation in \(2+\varepsilon\) dimensions
• Multidimensional random walk with reflections
• Random walks with multiple step lengths
• Random Walk and the Area Below its Path
• Martingale defocusing and transience of a self-interacting random walk
• scientific article; zbMATH DE number 3868368 (Why is no real title available?)
• scientific article; zbMATH DE number 841532 (Why is no real title available?)
• A non-integral-dimensional random walk
• Level crossing probabilities. II: Polygonal recurrence of multidimensional random walks

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