English

Recurrence, transience and anti-concentration of Rademacher random walks

Probability 2025-12-22 v2

Abstract

The Rademacher random walk associated with a deterministic sequence (an)n1(a_n)_{n \geq 1} is the walk which starts at zero and, at step ii, independently steps either up or down by aia_i 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 an=nα+o(1)a_n = n^{\alpha + o(1)} for some α>1/2\alpha > 1/2, then the walk is transient. We show that the bound on α\alpha is tight by giving an example where an=Θ(n1/2)a_n = \Theta(n^{1/2}) and the walk is weakly recurrent.

Keywords

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