We prove an analogue of the classical ballot theorem that holds for any random walk in the range of attraction of the normal distribution. Our result is best possible: we exhibit examples demonstrating that if any of our hypotheses are removed, our conclusions may no longer hold.
We consider a recurrent random walk of i.i.d. increments on the one-dimensional integer lattice and obtain a formula relating the hitting distribution of a half-line with the potential function, $a(x)$, of the random walk. Applying it, we derive an asymptotic estimate of $a(x)$ and thereby a criterion for $a(x)$ to be bounded on a half-line. The application is also made to estimate some hitting probabilities as well as to derive asymptotic behaviour for large times of the walk conditioned never to visit the origin.
We investigate the asymptotic variance of Gaussian nodal excursions in the Euclidean space, focusing on the case where the spectral measure has incommensurable atoms. This study requires to establish fine recurrence properties in 0 for the associated irrational random walk on the torus. We show in particular that the recurrence magnitude depends strongly on the diophantine properties of the atoms, and the same goes for the variance asymptotics of nodal excursions. More specifically, if the spectral measures contains atoms which ratios are well approximable by rationals, the variance is likely …
Let $S=(S_n)$ be an oscillatory random walk on the integer lattice $\mathbb{Z}$ with i.i.d. increments. Let $V_{\rm d}(x)$ be the renewal function of the strictly descending ladder height process for $S$. We obtain several sufficient conditions -- given in terms of the distribution function of the increment $S_1-S_0$ -- so that as $R\to\infty$ $$ (*) \quad P [ S\; \mbox{leaves $[0,R]$ on its upper side}\, |\, S_0=x] \, \sim\, V_{\rm d}(x)/V_{\rm d}(R)$$ uniformly for $0\leq x\leq R$. When $S$ is attracted to a stable process of index $0<α\leq 2$ and there exists $ρ= \lim P[S_n>0]$, the suffici…
Let $S_n =X_1+\cdots +X_n$ be an irreducible random walk (r.w.) on the one dimensional integer lattice with zero mean, infinite variance and i.i.d. increments $X_n$. We obtain an upper and lower bounds of the potential function, $a(x)$, of $S_n$ in the form $a(x)\asymp x/m(x)$ under a reasonable condition on the distribution of $X_n$; we especially show that as $x\to\infty$ $$a(x) \asymp \frac{x}{m_-(x)} \quad\mbox{and}\quad \frac{a(-x)}{a(x)} \to 0 \quad\;\;\mbox{if}\quad \lim_{x\to +\infty} \frac{m_+(x)}{m_-(x)} =0,$$ where $m_\pm(x) = \int_0^xdy\int_y^\infty P[\pm X_1>u]du$ and $m=m_++m_-$.…
We consider the small deviation probability for random walk with time-inhomogeneous random environment. Compared with the result in Mogul'ski\uı (1974) for the i.i.d. random walk, the rate is smaller (due to the random environment), which is specified in terms of the quenched and annealed variance.
We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time instants. This model represents a discrete-time semi-Markovian generalization of the telegraph process. We derive exact formulae for the propagator using generating functions. We prove that for geometrically distributed waiting times in the diffusive limit, this walk converges to the classical telegraph process. We consider the large-time asymptotics of the ex…
Let $F$ be a distribution function on the integer lattice $\mathbb{Z}$ and $S=(S_n)$ the random walk with step distribution $F$. Suppose $S$ is oscillatory and denote by $U_{\rm a}(x)$ and $u_{\rm a}(x)$ the renewal function and sequence, respectively, of the strictly ascending ladder height process associated with $S$. Putting $A(x) =\int_0^x [1-F(t)-F(-t)] dt$, $H(x)=1-F(x)+F(-x)$ we suppose $$A(x)/\big(xH(x)\big) \to -\infty \quad (x\to\infty).$$ Under some additional regularity condition on the positive tail of $F$, we show that $$u_{\rm a}(x) \sim U_{\rm a}(x)[1-F(x)]/|A(x)|$$ as $x\to\in…
In this article, we establish a central limit theorem for the capacity of the range process for a class of $d$-dimensional symmetric $α$-stable random walks with the index satisfying $d > 5α/2$. Our approach is based on controlling the limit behavior of the variance of the capacity of the range process which then allows us to apply the Lindeberg-Feller theorem.
In this paper we continue our study of a multidimensional random walk with zero mean and finite variance killed on leaving a cone. We suggest a new approach that allows one to construct a positive harmonic function in Lipschitz cones under minimal moment conditions. This approach allows one also to obtain more accurate information about the behaviour of the harmonic function not far from the boundary of the cone. We also prove limit theorems under new moment conditions.
We consider random walks among random conductances on $\mathbb{Z}^2$ and establish precise asymptotics for the associated potential kernel and the Green's function of the walk killed upon exiting balls. The result is proven for random walks on i.i.d. supercritical percolation clusters among ergodic degenerate conductances satisfying a moment condition. We also provide a similar result for the time-dynamic random conductance model. As an application we present a scaling limit for the variances in the Ginzburg-Landau $\nabla ϕ$-interface model.
We show that one-dimensional random walks in a quasi-periodic environment with Liouville frequency generically have an erratic statistical behavior. In the recurrent case we show that neither quenched nor annealed limit theorems hold and both drift and variance exhibit wild oscillations, being logarithmic at some times and almost linear at other times. In the transient case we show that the annealed Central Limit Theorem fails generically. These results are in stark contrast with the Diophantine case where the Central Limit Theorem with linear drift and variance was established by Sinai.