Nonconcentration of return times
Abstract
We show that the distribution of the first return time to the origin, v, of a simple random walk on an infinite recurrent graph is heavy tailed and nonconcentrated. More precisely, if is the degree of v, then for any we have and for some universal constants and . The first bound is attained for all t when the underlying graph is , and as for the second bound, we construct an example of a recurrent graph G for which it is attained for infinitely many t's. Furthermore, we show that in the comb product of that graph G with , two independent random walks collide infinitely many times almost surely. This answers negatively a question of Krishnapur and Peres [Electron. Commun. Probab. 9 (2004) 72-81] who asked whether every comb product of two infinite recurrent graphs has the finite collision property.
Cite
@article{arxiv.1009.1438,
title = {Nonconcentration of return times},
author = {Ori Gurel-Gurevich and Asaf Nachmias},
journal= {arXiv preprint arXiv:1009.1438},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/12-AOP785 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)