Slowing Down $d$-Dimensional Random Walks
Erickson, K. Bruce
Ann. Probab., Tome 5 (1977) no. 6, p. 645-651 / Harvested from Project Euclid
If $\{S_n\}$ is a genuinely $d$-dimensional random walk and $d \geqq 3$, then with probability 1, $n^{-\alpha}|S_n| \rightarrow \infty$ as $n \rightarrow \infty$ for every $\alpha < \frac{1}{2}$. This follows from a recent result of H. Kesten. In this paper we show that, under certain conditions, there is a constant $\alpha_0$ depending on the walk, but $\frac{1}{2} - 1/d \leqq \alpha_0 < \frac{1}{2}$, and a deterministic sequence of vectors $\{\nu_n\}$ such that $\lim \inf_n n^{-\alpha}|S_n - \nu_n| = 0$ with probability 1 for every $\alpha \geqq \alpha_0$. In discrete time this phenomenon cannot occur for any $\alpha < \frac{1}{2} - 1/d$; in continuous time it can occur for any $\alpha > 0$.
Publié le : 1977-08-14
Classification:  Random walk,  rate of escape,  60J15,  60G50
@article{1176995776,
     author = {Erickson, K. Bruce},
     title = {Slowing Down $d$-Dimensional Random Walks},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 645-651},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995776}
}
Erickson, K. Bruce. Slowing Down $d$-Dimensional Random Walks. Ann. Probab., Tome 5 (1977) no. 6, pp.  645-651. http://gdmltest.u-ga.fr/item/1176995776/