![](images/spacer.gif) |
|
|
| | | | | |
|
|
|
|
|
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
-
Bass, R. F. (1998),
Diffusions and elliptic operators.
Probability
and its Applications. Springer-Verlag.
Math.
Review 99h:60136
-
Bucy, R. S. (1965),
Recurrent sets.
Ann. Math. Statist. 36,
535-545.
Math.
Review 30:5361
-
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
-
Deuschel, J.-D. and Giacomin, G. (2000),
Entropic Repulsion for Massless
Fields.
Stoch. Proc. Appl. 89, 333-354.
Math.
Review CMP:1780295
-
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
-
Dynkin, E. B. and Yushkevich, A. A. (1969),
Markov Processes: Theorems
and Problems.
Plenum Press.
Math.
Review 39:3585a
-
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
-
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
-
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.
-
Itô, K. and McKean, H. P. (1960),
Potentials and the random walk.
Illinois
J. Math. 4, 119-132.
Math.
Review 22:12317
-
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
-
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
|
|
|
|
|
|
|
| | | | |
Electronic Communications in Probability. ISSN: 1083-589X |
|