Cutoff Phenomenon for Nearest Lamperti’s Random Walk
- 26 Downloads
We consider transient neighbor random walks on the positive part of the real line, the transition probability is state dependent being a special case of the Lamperti’s random walk. We show that a sequence of lazy random walks on [0, n] exhibits cutoff phenomenon. As an important step in the proof, we derive the limit speed of the expectation and variance of the hitting times of the random walk exactly. And as a byproduct, we give a probabilistic proof for the law of large numbers of the random walk which has been obtained by Voit (1992) using the method of polynomial hypergroups.
KeywordsLamperti’s random walk Cutoff Hitting times Law of large numbers Branching structure within the random walk
Mathematics Subject Classification (2010)Primary 60J80 Secondary 60G50
Unable to display preview. Download preview PDF.
We thank the anonymous referees for pointing out some useful references and mistakes that helped improve the paper.
- Zeitouni O. (2004) Random walks in random environment. LNM 1837. Springer, Berlin, pp 189–312Google Scholar