English

Nonconcentration of return times

Probability 2013-03-19 v3

Abstract

We show that the distribution of the first return time τ\tau to the origin, v, of a simple random walk on an infinite recurrent graph is heavy tailed and nonconcentrated. More precisely, if dvd_v is the degree of v, then for any t1t\geq1 we have Pv(τt)cdvt\mathbf{P}_v(\tau\ge t)\ge\frac{c}{d_v\sqrt{t}} and Pv(τ=tτt)Clog(dvt)t\mathbf{P}_v(\tau=t\mid\tau\geq t)\leq\frac{C\log(d_vt)}{t} for some universal constants c>0c>0 and C<C<\infty. The first bound is attained for all t when the underlying graph is Z\mathbb{Z}, and as for the second bound, we construct an example of a recurrent graph G for which it is attained for infinitely many t's. Furthermore, we show that in the comb product of that graph G with Z\mathbb{Z}, two independent random walks collide infinitely many times almost surely. This answers negatively a question of Krishnapur and Peres [Electron. Commun. Probab. 9 (2004) 72-81] who asked whether every comb product of two infinite recurrent graphs has the finite collision property.

Keywords

Cite

@article{arxiv.1009.1438,
  title  = {Nonconcentration of return times},
  author = {Ori Gurel-Gurevich and Asaf Nachmias},
  journal= {arXiv preprint arXiv:1009.1438},
  year   = {2013}
}

Comments

Published in at http://dx.doi.org/10.1214/12-AOP785 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T16:10:49.346Z