English

Global observables for random walks: law of large numbers

Probability 2021-02-04 v2

Abstract

We consider the sums TN=n=1NF(Sn)T_N=\sum_{n=1}^N F(S_n) where SnS_n is a random walk on Zd\mathbb Z^d and F:ZdRF:\mathbb Z^d\to \mathbb R is a global observable, that is, a bounded function which admits an average value when averaged over large cubes. We show that TNT_N 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 FF, 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.

Keywords

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