Recurrence, transience and anti-concentration of Rademacher random walks
Abstract
The Rademacher random walk associated with a deterministic sequence is the walk which starts at zero and, at step , independently steps either up or down by with equal probability. We continue the study begun by Bhattacharya and Volkov in 2023 of the transience or recurrence of one-dimensional Rademacher random walks. In particular, we show that if the sequence of step sizes is bounded, the walk is weakly recurrent, meaning that it returns infinitely often to a random finite interval, while if the step sizes tend to infinity arbitrarily slowly, the walk may be transient. On the other hand, using a construction with integer step sizes, we show that the step sizes may grow arbitrarily fast and still give a weakly recurrent random walk. We also show, using a construction with non-integer step sizes, that the same conclusion holds even if we restrict to strictly increasing step sizes. However, we prove that if for some , then the walk is transient. We show that the bound on is tight by giving an example where and the walk is weakly recurrent.
Cite
@article{arxiv.2510.24568,
title = {Recurrence, transience and anti-concentration of Rademacher random walks},
author = {Satyaki Bhattacharya and Edward Crane and Tom Johnston},
journal= {arXiv preprint arXiv:2510.24568},
year = {2025}
}
Comments
41 pages