Skip to main content
Notice removed Current answers are outdated by CommunityBot
Bounty Ended with no winning answer by CommunityBot
Notice added Current answers are outdated by Vladimir
Bounty Started worth 50 reputation by Vladimir
Precised the edit to make answers understandable
Source Link
Benoît Kloeckner
  • 14.4k
  • 1
  • 60
  • 106

Is there a probability measure $\mu$ on $\mathbb{Z}$ such that, for every $0 < \alpha \leq 1$ and every finitely supportedfinitely supported (¹) probability measure $\nu$ on $\mathbb{Z}$, it holds that the $\alpha \mu + (1-\alpha)\nu$-random walk on $\mathbb{Z}$ is recurrent? It seems like $\mu(n) = C/(1+n^2)$ is a good candidate.

(¹) Added in edit

Is there a probability measure $\mu$ on $\mathbb{Z}$ such that, for every $0 < \alpha \leq 1$ and every finitely supported probability measure $\nu$ on $\mathbb{Z}$, it holds that the $\alpha \mu + (1-\alpha)\nu$-random walk on $\mathbb{Z}$ is recurrent? It seems like $\mu(n) = C/(1+n^2)$ is a good candidate.

Is there a probability measure $\mu$ on $\mathbb{Z}$ such that, for every $0 < \alpha \leq 1$ and every finitely supported (¹) probability measure $\nu$ on $\mathbb{Z}$, it holds that the $\alpha \mu + (1-\alpha)\nu$-random walk on $\mathbb{Z}$ is recurrent? It seems like $\mu(n) = C/(1+n^2)$ is a good candidate.

(¹) Added in edit

I added an important hypothesis - that $\nu$ is finitely supported.
Source Link
Vladimir
  • 1.3k
  • 9
  • 18

Is there a probability measure $\mu$ on $\mathbb{Z}$ such that, for every $0 < \alpha \leq 1$ and every finitely supported probability measure $\nu$ on $\mathbb{Z}$, it holds that the $\alpha \mu + (1-\alpha)\nu$-random walk on $\mathbb{Z}$ is recurrent? It seems like $\mu(n) = C/(1+n^2)$ is a good candidate.

Is there a probability measure $\mu$ on $\mathbb{Z}$ such that, for every $0 < \alpha \leq 1$ and every probability measure $\nu$ on $\mathbb{Z}$, it holds that the $\alpha \mu + (1-\alpha)\nu$-random walk on $\mathbb{Z}$ is recurrent? It seems like $\mu(n) = C/(1+n^2)$ is a good candidate.

Is there a probability measure $\mu$ on $\mathbb{Z}$ such that, for every $0 < \alpha \leq 1$ and every finitely supported probability measure $\nu$ on $\mathbb{Z}$, it holds that the $\alpha \mu + (1-\alpha)\nu$-random walk on $\mathbb{Z}$ is recurrent? It seems like $\mu(n) = C/(1+n^2)$ is a good candidate.

Source Link
Vladimir
  • 1.3k
  • 9
  • 18

Robustly recurrent random walk

Is there a probability measure $\mu$ on $\mathbb{Z}$ such that, for every $0 < \alpha \leq 1$ and every probability measure $\nu$ on $\mathbb{Z}$, it holds that the $\alpha \mu + (1-\alpha)\nu$-random walk on $\mathbb{Z}$ is recurrent? It seems like $\mu(n) = C/(1+n^2)$ is a good candidate.