Two-dimensional Rademacher walk

DOI10.1007/S10959-026-01497-2MaRDI QIDQ7230388zbMATH OpenFDO

Authors Stanislav Volkov

Publication date 17 April 2026

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10959-026-01497-2

zbMATH Keywords

non-homogeneous Markov chainsRademacher walkrecurrencetransience

Mathematics Subject Classification ID

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

Review text

Let \(a_1,a_2,\ldots\) be a given sequence of positive real numbers and let \(\xi_1,\xi_2,\ldots\) be i.i.d. increments of a simple symmetric random walk on \(\mathbb Z^d\). The \(d\)-dimensional \textit{Rademacher walk} is defined as \(S_n = a_1\xi_1+\ldots+a_n\xi_n\). The paper establishes some general conditions under which the two-dimensional Rademacher walk is recurrent or transient. Recurrence and transience of the one-dimensional Rademacher walk was studied in [\textit{S. Bhattacharya} and \textit{S. Volkov}, ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 33--51 (2023; Zbl 1515.60125)]. Transience of the higher-dimensional (\(d\geq 3\)) Rademacher walk follows from [\textit{J. Engländer} and \textit{S. Volkov}, Coin-turning, random walks and inhomogeneous Markov chains. Singapore: World Scientific (2025; Zbl 1567.60003)].

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