Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria
Abstract
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal Markov chain: they admit Markov random walk skeletons. A recurrence versus transience dichotomy is highlighted. We first give a sufficient Fourier criterion for the recurrence, close to the usual Chung-Fuchs one, assuming in addition the positive recurrence of the driving chain and a series criterion is derived. The key tool is the Nagaev-Guivarc'h method. Finally, we focus on particular two-dimensional persistent random walks, including directionally reinforced random walks, for which necessary and sufficient Fourier and series criteria are obtained. Inspired by \cite{Rainer2007}, we produce a genuine counterexample to the conjecture of \cite{Mauldin1996}. As for the one-dimensional situation studied in \cite{PRWI}, it is easier for a persistent random walk than its skeleton to be recurrent but here the difference is extremely thin. These results are based on a surprisingly novel -- to our knowledge -- upper bound for the L{\'e}vy concentration function associated with symmetric distributions.
Keywords
Cite
@article{arxiv.1712.02999,
title = {Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria},
author = {Peggy Cénac and Basile De Loynes and Yoann Offret and Arnaud Rousselle},
journal= {arXiv preprint arXiv:1712.02999},
year = {2017}
}