English

Random walks with occasionally modified transition probabilities

Probability 2012-04-12 v2

Abstract

We study recurrence properties and the validity of the (weak) law of large numbers for (discrete time) processes which, in the simplest case, are obtained from simple symmetric random walk on Z\Z by modifying the distribution of a step from a fresh point. If the process is denoted as {Sn}n0\{S_n\}_{n \ge 0}, then the conditional distribution of Sn+1SnS_{n+1} - S_n given the past through time nn is the distribution of a simple random walk step, provided SnS_n is at a point which has been visited already at least once during [0,n1][0,n-1]. Thus in this case P{Sn+1Sn=±1S,n}=1/2P\{S_{n+1}-S_n = \pm 1|S_\ell, \ell \le n\} = 1/2. We denote this distribution by P1P_1. However, if SnS_n is at a point which has not been visited before time nn, then we take for the conditional distribution of Sn+1SnS_{n+1}-S_n, given the past, some other distribution P2P_2. We want to decide in specific cases whether SnS_n returns infinitely often to the origin and whether (1/n)Sn0(1/n)S_n \to 0 in probability. Generalizations or variants of the PiP_i and the rules for switching between the PiP_i are also considered.

Keywords

Cite

@article{arxiv.0911.3886,
  title  = {Random walks with occasionally modified transition probabilities},
  author = {Olivier Raimond and Bruno Schapira},
  journal= {arXiv preprint arXiv:0911.3886},
  year   = {2012}
}

Comments

previous Section 2 removed, to appear in Illinois J. Math

R2 v1 2026-06-21T14:13:52.600Z