English

A note on recurrent random walks

Probability 2007-05-23 v1

Abstract

For any recurrent random walk (S_n)_{n>0} on R, there are increasing sequences (g_n)_{n>0} converging to infinity for which (g_n S_n)_{n>0} has at least one finite accumulation point. For one class of random walks, we give a criterion on (g_n)_{n>0} and the distribution of S_1 determining the set of accumulation points for (g_n S_n)_{n>0}. This extends, with a simpler proof, a result of K.L. Chung and P. Erdos. Finally, for recurrent, symmetric random walks, we give a criterion characterizing the increasing sequences (g_n)_{n>0} of positive numbers for which liminf g_n|S_n|=0.

Keywords

Cite

@article{arxiv.math/0610056,
  title  = {A note on recurrent random walks},
  author = {Dimitrios Cheliotis},
  journal= {arXiv preprint arXiv:math/0610056},
  year   = {2007}
}

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8 pages