Home | Contents | Submissions, editors, etc. | Login | Search | EJP
 Electronic Communications in Probability > Vol. 6 (2001) > Paper 4 open journal systems 


On Recurrent and Transient Sets of Inhomogeneous Symmetric Random Walks

Giambattista Giacomin, Universitè Paris 7 and Laboratoire de Probabilités et Modèles Aléatoires C.N.R.S.
Gustavo Posta, Politecnico di Milano


Abstract
We consider a continuous time random walk on the d-dimensional lattice Zd: 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.


Full text: PDF

Pages: 39-53

Published on: November 7, 2000


Bibliography
  1. Bass, R. F. (1998), Diffusions and elliptic operators. Probability and its Applications. Springer-Verlag. Math. Review 99h:60136
  2. Bucy, R. S. (1965), Recurrent sets. Ann. Math. Statist. 36, 535-545. Math. Review 30:5361
  3. Carlen, E. A., Kusuoka, S. and Stroock, D. W. (1987), Upper bounds for symmetric Markov transition functions. Ann. Inst. H. Poincaré Probab. 23, no. 2, suppl., 245-287. Math. Review 88i:35066
  4. Deuschel, J.-D. and Giacomin, G. (2000), Entropic Repulsion for Massless Fields. Stoch. Proc. Appl. 89, 333-354. Math. Review CMP:1780295
  5. Deuschel, J.-D. and Giacomin, G. and Ioffe, D. (2000), Large deviations and concentration properties for $nablavarphi$ interface models. Probab. Theory. Related Fields 117, 49-111. Math. Review CMP:1759509
  6. Dynkin, E. B. and Yushkevich, A. A. (1969), Markov Processes: Theorems and Problems. Plenum Press. Math. Review 39:3585a
  7. Ethier, S. N. and Kurtz, T. G. (1986), Markov processes. Characterization and convergence. Wiley Series in Probability and Mathematical Statistics, John Wiley & Sons, Inc. Math. Review 88a:60130
  8. Fabes, E. B. and Stroock, D. W. (1986), A new proof of Moser's parabolic Harnack inequality using the old ideas of Nash. Arch. Rational Mech. Anal. 96, 337-338. Math. Review 88b:35037
  9. Giacomin, G., Olla, S. and Spohn, H. (1999), Equilibrium fluctuations for $nabla varphi$ interface model. Preprint Université de Cergy-Pontoise, accepted for publication on Ann. Probab.
  10. Itô, K. and McKean, H. P. (1960), Potentials and the random walk. Illinois J. Math. 4, 119-132. Math. Review 22:12317
  11. Stroock, D. W. and Zheng, W. (1997), Markov chain approximations to symmetric diffusions. Ann. Inst. H. Poincaré Probab. 33, no. 5, 619-649. Math. Review 98k:60125
  12. Fukai, Y. and Uchiyama, K. (1996), Wiener's test for space-time random walks and its applications. Trans. Amer. Math. Soc. 348, no. 10, 4131-4152. Math. Review 97j:60130
















Research
Support Tool
Capture Cite
View Metadata
Printer Friendly
Context
Author Address
Action
Email Author
Email Others


Home | Contents | Submissions, editors, etc. | Login | Search | EJP

Electronic Communications in Probability. ISSN: 1083-589X