English

Transition probability estimates for subordinate random walks

Probability 2020-02-26 v2

Abstract

Let SnS_n be the simple random walk on the integer lattice Zd\mathbb{Z}^d. For a Bernstein function ϕ\phi we consider a random walk SnϕS^\phi_n which is subordinated to SnS_n. Under a certain assumption on the behaviour of ϕ\phi at zero we establish global estimates for the transition probabilities of the random walk SnϕS^\phi_n. 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.

Keywords

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

R2 v1 2026-06-23T06:36:36.138Z