{"title":"具有长距离跳跃的对称随机游动的递归性和瞬态性","authors":"J. Baumler","doi":"10.1214/23-EJP998","DOIUrl":null,"url":null,"abstract":"Let $X_1, X_2, \\ldots$ be i.i.d. random variables with values in $\\mathbb{Z}^d$ satisfying $\\mathbb{P} \\left(X_1=x\\right) = \\mathbb{P} \\left(X_1=-x\\right) = \\Theta \\left(\\|x\\|^{-s}\\right)$ for some $s>d$. We show that the random walk defined by $S_n = \\sum_{k=1}^{n} X_k$ is recurrent for $d\\in \\{1,2\\}$ and $s \\geq 2d$, and transient otherwise. This also shows that for an electric network in dimension $d\\in \\{1,2\\}$ the condition $c_{\\{x,y\\}} \\leq C \\|x-y\\|^{-2d}$ implies recurrence, whereas $c_{\\{x,y\\}} \\geq c \\|x-y\\|^{-s}$ for some $c>0$ and $s<2d$ implies transience. This fact was already previously known, but we give a new proof of it that uses only electric networks. We also use these results to show the recurrence of random walks on certain long-range percolation clusters. In particular, we show recurrence for several cases of the two-dimensional weight-dependent random connection model, which was previously studied by Gracar et al. [Electron. J. Probab. 27. 1-31 (2022)].","PeriodicalId":50538,"journal":{"name":"Electronic Journal of Probability","volume":" ","pages":""},"PeriodicalIF":1.3000,"publicationDate":"2022-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":"{\"title\":\"Recurrence and transience of symmetric random walks with long-range jumps\",\"authors\":\"J. Baumler\",\"doi\":\"10.1214/23-EJP998\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Let $X_1, X_2, \\\\ldots$ be i.i.d. random variables with values in $\\\\mathbb{Z}^d$ satisfying $\\\\mathbb{P} \\\\left(X_1=x\\\\right) = \\\\mathbb{P} \\\\left(X_1=-x\\\\right) = \\\\Theta \\\\left(\\\\|x\\\\|^{-s}\\\\right)$ for some $s>d$. We show that the random walk defined by $S_n = \\\\sum_{k=1}^{n} X_k$ is recurrent for $d\\\\in \\\\{1,2\\\\}$ and $s \\\\geq 2d$, and transient otherwise. This also shows that for an electric network in dimension $d\\\\in \\\\{1,2\\\\}$ the condition $c_{\\\\{x,y\\\\}} \\\\leq C \\\\|x-y\\\\|^{-2d}$ implies recurrence, whereas $c_{\\\\{x,y\\\\}} \\\\geq c \\\\|x-y\\\\|^{-s}$ for some $c>0$ and $s<2d$ implies transience. This fact was already previously known, but we give a new proof of it that uses only electric networks. We also use these results to show the recurrence of random walks on certain long-range percolation clusters. In particular, we show recurrence for several cases of the two-dimensional weight-dependent random connection model, which was previously studied by Gracar et al. [Electron. J. Probab. 27. 1-31 (2022)].\",\"PeriodicalId\":50538,\"journal\":{\"name\":\"Electronic Journal of Probability\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2022-09-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"3\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Electronic Journal of Probability\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/23-EJP998\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Electronic Journal of Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/23-EJP998","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Recurrence and transience of symmetric random walks with long-range jumps
Let $X_1, X_2, \ldots$ be i.i.d. random variables with values in $\mathbb{Z}^d$ satisfying $\mathbb{P} \left(X_1=x\right) = \mathbb{P} \left(X_1=-x\right) = \Theta \left(\|x\|^{-s}\right)$ for some $s>d$. We show that the random walk defined by $S_n = \sum_{k=1}^{n} X_k$ is recurrent for $d\in \{1,2\}$ and $s \geq 2d$, and transient otherwise. This also shows that for an electric network in dimension $d\in \{1,2\}$ the condition $c_{\{x,y\}} \leq C \|x-y\|^{-2d}$ implies recurrence, whereas $c_{\{x,y\}} \geq c \|x-y\|^{-s}$ for some $c>0$ and $s<2d$ implies transience. This fact was already previously known, but we give a new proof of it that uses only electric networks. We also use these results to show the recurrence of random walks on certain long-range percolation clusters. In particular, we show recurrence for several cases of the two-dimensional weight-dependent random connection model, which was previously studied by Gracar et al. [Electron. J. Probab. 27. 1-31 (2022)].
期刊介绍:
The Electronic Journal of Probability publishes full-size research articles in probability theory. The Electronic Communications in Probability (ECP), a sister journal of EJP, publishes short notes and research announcements in probability theory.
Both ECP and EJP are official journals of the Institute of Mathematical Statistics
and the Bernoulli society.