Transition probability estimates for subordinate random walks

DOI10.1002/MANA.201900065MaRDI QIDQ6057877zbMATH OpenOpenAlexFDO

Authors Wojciech Cygan, Stjepan Šebek

Publication date 5 October 2023

Published in Mathematische Nachrichten (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1812.03471

zbMATH Keywords

Bernstein functiondiscrete subordinationparabolic Harnack inequalityrandom walkscaling conditiontransition probability estimate

Mathematics Subject Classification ID

Random walks on graphs (05C81) Heat kernel (35K08) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45)

Abstract: Let $S_n$ be the simple random walk on the integer lattice $mathbb{Z}^d$. For a Bernstein function $phi$ we consider a random walk $S^{p}h{i}_n$ which is subordinated to $S_n$. Under a certain assumption on the behaviour of $phi$ at zero we establish global estimates for the transition probabilities of the random walk $S^{p}h{i}_n$. The main tools that we apply are the parabolic Harnack inequality and appropriate bounds for the transition kernel of the corresponding continuous time random walk.

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Cited in

(3)

• Multiplicative Approximations of Random Walk Transition Probabilities
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• scientific article; zbMATH DE number 7688623 (Why is no real title available?)

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