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On Recurrent and Transient Sets of Inhomogeneous Symmetric Random Walks


 
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1. Title Title of document On Recurrent and Transient Sets of Inhomogeneous Symmetric Random Walks
 
2. Creator Author's name, affiliation, country Giambattista Giacomin; Universitè Paris 7 and Laboratoire de Probabilités et Modèles Aléatoires C.N.R.S.
 
2. Creator Author's name, affiliation, country Gustavo Posta; Politecnico di Milano
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Inhomogeneous Symmetric Random Walks, Heat Kernel Estimates, Recurrence-Transience, Hitting Probabilities, Wiener test, Paley-Zygmund inequality
 
3. Subject Subject classification 60J25, 60J75, 82B41
 
4. Description Abstract We consider a continuous time random walk on the $d$-dimensional lattice $\mathbb{Z}^d$: the jump rates are time dependent, but symmetric and strongly elliptic with ellipticity constants independent of time. We investigate the implications  of heat kernel estimates on recurrence-transience  properties of the walk and we give conditions for recurrence as well as for transience: we give applications of these conditions  and discuss them in relation with the (optimal) Wiener test available in the time independent context. Our approach relies on estimates on the time spent by the walk in a set and on a 0-1 law. We show also that, still via heat kernel estimates, one can avoid using a 0-1 law, achieving this way quantitative estimates on more general hitting probabilities.
 
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7. Date (YYYY-MM-DD) 2001-01-18
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1033
 
10. Identifier Digital Object Identifier 10.1214/ECP.v6-1033
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 6
 
12. Language English=en en
 
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