Transition probability estimates for subordinate random walks
Probability
2020-02-26 v2
Abstract
Let be the simple random walk on the integer lattice . For a Bernstein function we consider a random walk which is subordinated to . Under a certain assumption on the behaviour of at zero we establish global estimates for the transition probabilities of the random walk . The main tools that we apply are the parabolic Harnack inequality and appropriate bounds for the transition kernel of the corresponding continuous time random walk.
Cite
@article{arxiv.1812.03471,
title = {Transition probability estimates for subordinate random walks},
author = {Wojciech Cygan and Stjepan Šebek},
journal= {arXiv preprint arXiv:1812.03471},
year = {2020}
}
Comments
To appear in Mathematische Nachrichten