Random walks;
return times;
finite collision property;
D O I:
10.1214/12-AOP785
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
We show that the distribution of the first return time tau to the origin, v, of a simple random walk on an infinite recurrent graph is heavy tailed and nonconcentrated. More precisely, if d(v) is the degree of v, then for any t >= 1 we have P-v(tau >= t) >= c/d(v)root t and P-v(tau = t vertical bar tau >= t) <= C log(d(v)t)/t for some universal constants c > 0 and C < infinity. The first bound is attained for all t when the underlying graph is Z, 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 Z, 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.
机构:
Univ Complutense Madrid, Dept Stat & Operat Res, Sch Math Sci, Plaza Ciencias 3, Madrid 28040, SpainUniv Complutense Madrid, Dept Stat & Operat Res, Sch Math Sci, Plaza Ciencias 3, Madrid 28040, Spain
Gomez-Corral, Antonio
Lopez-Garcia, Martin
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机构:
Univ Leeds, Sch Math, Dept Appl Math, Leeds LS2 9JT, W Yorkshire, EnglandUniv Complutense Madrid, Dept Stat & Operat Res, Sch Math Sci, Plaza Ciencias 3, Madrid 28040, Spain
Lopez-Garcia, Martin
Lopez-Herrero, Maria Jesus
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机构:
Univ Complutense Madrid, Sch Stat Studies, Dept Stat & Data Sci, Avda Puerta de Hierro S-N, Madrid 28040, SpainUniv Complutense Madrid, Dept Stat & Operat Res, Sch Math Sci, Plaza Ciencias 3, Madrid 28040, Spain
Lopez-Herrero, Maria Jesus
Taipe, Diana
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机构:
Univ Complutense Madrid, Dept Stat & Operat Res, Sch Math Sci, Plaza Ciencias 3, Madrid 28040, SpainUniv Complutense Madrid, Dept Stat & Operat Res, Sch Math Sci, Plaza Ciencias 3, Madrid 28040, Spain
机构:
UPMC, CNRS, Lab Phys Theor Mat Condensee, UMR 7600, F-75255 Paris, FranceUPMC, CNRS, Lab Phys Theor Mat Condensee, UMR 7600, F-75255 Paris, France
Chupeau, Marie
Benichou, Olivier
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机构:
UPMC, CNRS, Lab Phys Theor Mat Condensee, UMR 7600, F-75255 Paris, FranceUPMC, CNRS, Lab Phys Theor Mat Condensee, UMR 7600, F-75255 Paris, France
Benichou, Olivier
Voituriez, Raphael
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机构:
UPMC, CNRS, Lab Phys Theor Mat Condensee, UMR 7600, F-75255 Paris, France
UPMC, CNRS, Lab Jean Perrin, UMR 8237, F-75255 Paris, FranceUPMC, CNRS, Lab Phys Theor Mat Condensee, UMR 7600, F-75255 Paris, France