English

Recurrence and transience of symmetric random walks with long-range jumps

Probability 2023-08-29 v3

Abstract

Let X1,X2,X_1, X_2, \ldots be i.i.d. random variables with values in Zd\mathbb{Z}^d satisfying P(X1=x)=P(X1=x)=Θ(xs)\mathbb{P} \left(X_1=x\right) = \mathbb{P} \left(X_1=-x\right) = \Theta \left(\|x\|^{-s}\right) for some s>ds>d. We show that the random walk defined by Sn=k=1nXkS_n = \sum_{k=1}^{n} X_k is recurrent for d{1,2}d\in \{1,2\} and s2ds \geq 2d, and transient otherwise. This also shows that for an electric network in dimension d{1,2}d\in \{1,2\} the condition c{x,y}Cxy2dc_{\{x,y\}} \leq C \|x-y\|^{-2d} implies recurrence, whereas c{x,y}cxysc_{\{x,y\}} \geq c \|x-y\|^{-s} for some c>0c>0 and s<2ds<2d implies transience. This fact was already previously known, but we give a new proof of it that uses only electric networks. We also use these results to show the recurrence of random walks on certain long-range percolation clusters. In particular, we show recurrence for several cases of the two-dimensional weight-dependent random connection model, which was previously studied by Gracar et al. [Electron. J. Probab. 27. 1-31 (2022)].

Keywords

Cite

@article{arxiv.2209.09901,
  title  = {Recurrence and transience of symmetric random walks with long-range jumps},
  author = {Johannes Bäumler},
  journal= {arXiv preprint arXiv:2209.09901},
  year   = {2023}
}

Comments

26 pages, 4 figures