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hadoc or halibut?
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Emil Jeřábek
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Let $\omega$ be an irrational number, and $X$ a random variable taking values $1,-1,\omega,-\omega$ each with probability $1/4$. Let then $X_i$ be iid variables with the same law as $X$ and $S_n=\sum_{i=1}^n X_i,n\in \mathbb N$ be the corresponding random walk.

Is it possible to have a precise asymptotics for $P(|S_n|<\epsilon)$ for $\epsilon>0$? Ultimately I would like to know the behaviour of $$\sum_{n=1}^\infty n^{-3/2} P(|S_n|<\epsilon)$$ as $\epsilon\to 0$.

I feel like the diophantine properties of $\omega$ are relevant for this asymptotics.

How would you proceed to get such an estimate? Ideally I would like to consider $X$ with any discrete law, with eventually infinitely many atoms.

EDIT: to be clear, I think there are hadad-ochoc methods to solve this kind of problems, as Mateusz shows below. I want to make sure not to miss any kind of general theory that solves this kind of problems in the theory of random walks.

Let $\omega$ be an irrational number, and $X$ a random variable taking values $1,-1,\omega,-\omega$ each with probability $1/4$. Let then $X_i$ be iid variables with the same law as $X$ and $S_n=\sum_{i=1}^n X_i,n\in \mathbb N$ be the corresponding random walk.

Is it possible to have a precise asymptotics for $P(|S_n|<\epsilon)$ for $\epsilon>0$? Ultimately I would like to know the behaviour of $$\sum_{n=1}^\infty n^{-3/2} P(|S_n|<\epsilon)$$ as $\epsilon\to 0$.

I feel like the diophantine properties of $\omega$ are relevant for this asymptotics.

How would you proceed to get such an estimate? Ideally I would like to consider $X$ with any discrete law, with eventually infinitely many atoms.

EDIT: to be clear, I think there are had-oc methods to solve this kind of problems, as Mateusz shows below. I want to make sure not to miss any kind of general theory that solves this kind of problems in the theory of random walks.

Let $\omega$ be an irrational number, and $X$ a random variable taking values $1,-1,\omega,-\omega$ each with probability $1/4$. Let then $X_i$ be iid variables with the same law as $X$ and $S_n=\sum_{i=1}^n X_i,n\in \mathbb N$ be the corresponding random walk.

Is it possible to have a precise asymptotics for $P(|S_n|<\epsilon)$ for $\epsilon>0$? Ultimately I would like to know the behaviour of $$\sum_{n=1}^\infty n^{-3/2} P(|S_n|<\epsilon)$$ as $\epsilon\to 0$.

I feel like the diophantine properties of $\omega$ are relevant for this asymptotics.

How would you proceed to get such an estimate? Ideally I would like to consider $X$ with any discrete law, with eventually infinitely many atoms.

EDIT: to be clear, I think there are ad-hoc methods to solve this kind of problems, as Mateusz shows below. I want to make sure not to miss any kind of general theory that solves this kind of problems in the theory of random walks.

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kaleidoscop
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Let $\omega$ be an irrational number, and $X$ a random variable taking values $1,-1,\omega,-\omega$ each with probability $1/4$. Let then $X_i$ be iid variables with the same law as $X$ and $S_n=\sum_{i=1}^n X_i,n\in \mathbb N$ be the corresponding random walk.

Is it possible to have a precise asymptotics for $P(|S_n|<\epsilon)$ for $\epsilon>0$? Ultimately I would like to know the behaviour of $$\sum_{n=1}^\infty n^{-3/2} P(|S_n|<\epsilon)$$ as $\epsilon\to 0$.

I feel like the diophantine properties of $\omega$ are relevant for this asymptotics.

How would you proceed to get such an estimate? Ideally I would like to consider $X$ with any discrete law, with eventually infinitely many atoms.

EDIT: to be clear, I think there are had-oc methods to solve this kind of problems, as Mateusz shows below. I want to make sure not to miss any kind of general theory that solves this kind of problems in the theory of random walks.

Let $\omega$ be an irrational number, and $X$ a random variable taking values $1,-1,\omega,-\omega$ each with probability $1/4$. Let then $X_i$ be iid variables with the same law as $X$ and $S_n=\sum_{i=1}^n X_i,n\in \mathbb N$ be the corresponding random walk.

Is it possible to have a precise asymptotics for $P(|S_n|<\epsilon)$ for $\epsilon>0$? Ultimately I would like to know the behaviour of $$\sum_{n=1}^\infty n^{-3/2} P(|S_n|<\epsilon)$$ as $\epsilon\to 0$.

I feel like the diophantine properties of $\omega$ are relevant for this asymptotics.

How would you proceed to get such an estimate? Ideally I would like to consider $X$ with any discrete law, with eventually infinitely many atoms.

Let $\omega$ be an irrational number, and $X$ a random variable taking values $1,-1,\omega,-\omega$ each with probability $1/4$. Let then $X_i$ be iid variables with the same law as $X$ and $S_n=\sum_{i=1}^n X_i,n\in \mathbb N$ be the corresponding random walk.

Is it possible to have a precise asymptotics for $P(|S_n|<\epsilon)$ for $\epsilon>0$? Ultimately I would like to know the behaviour of $$\sum_{n=1}^\infty n^{-3/2} P(|S_n|<\epsilon)$$ as $\epsilon\to 0$.

I feel like the diophantine properties of $\omega$ are relevant for this asymptotics.

How would you proceed to get such an estimate? Ideally I would like to consider $X$ with any discrete law, with eventually infinitely many atoms.

EDIT: to be clear, I think there are had-oc methods to solve this kind of problems, as Mateusz shows below. I want to make sure not to miss any kind of general theory that solves this kind of problems in the theory of random walks.

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kaleidoscop
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How often a random walk with irrational increments is close to 0?

Let $\omega$ be an irrational number, and $X$ a random variable taking values $1,-1,\omega,-\omega$ each with probability $1/4$. Let then $X_i$ be iid variables with the same law as $X$ and $S_n=\sum_{i=1}^n X_i,n\in \mathbb N$ be the corresponding random walk.

Is it possible to have a precise asymptotics for $P(|S_n|<\epsilon)$ for $\epsilon>0$? Ultimately I would like to know the behaviour of $$\sum_{n=1}^\infty n^{-3/2} P(|S_n|<\epsilon)$$ as $\epsilon\to 0$.

I feel like the diophantine properties of $\omega$ are relevant for this asymptotics.

How would you proceed to get such an estimate? Ideally I would like to consider $X$ with any discrete law, with eventually infinitely many atoms.