In Michael Lugo's blog post Variations on the drunken-bird theorem, and real-world sightings he wonders (without coming to a conclusion) what the maximum 'safe' number of dimensions to get drunk in might be.

So where's the line between "always finds his way home" and "gets lost forever"? It seems to me that this should be at 2+ε dimensions, since that's what we need to make the sum convergent, but I don't know if anyone's studied random walks on fractal spaces.

In the comments Matt Noonan recalls an unverified claim that the line is at 2.5 dimensions.

Can anybody shed any further light on these musings?