Global observables for random walks: law of large numbers
Probability
2021-02-04 v2
Abstract
We consider the sums where is a random walk on and is a global observable, that is, a bounded function which admits an average value when averaged over large cubes. We show that always satisfies the weak Law of Large Numbers but the strong law fails in general except for one dimensional walks with drift. Under additional regularity assumptions on , we obtain the Strong Law of Large Numbers and estimate the rate of convergence. The growth exponents which we obtain turn out to be optimal in two special cases: for quasiperiodic observables and for random walks in random scenery.
Cite
@article{arxiv.1902.11071,
title = {Global observables for random walks: law of large numbers},
author = {Dmitry Dolgopyat and Marco Lenci and Péter Nándori},
journal= {arXiv preprint arXiv:1902.11071},
year = {2021}
}
Comments
Final version for Annales de l'Institut Henri Poincar\'e, Probabilit\'es et Statistiques