Transition probability estimates for long range random walks

MaRDI QIDQ887783zbMATH OpenFDO

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)

Full work available at URL https://arxiv.org/abs/1411.2706, http://www.emis.de/journals/NYJM/j/2015/21-32.html

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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)

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.

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