Probability Seminar: Transience, recurrence and return probabilities for controlled random walks

Probability Seminar: Transience, recurrence and return probabilities for controlled random walks

Probability Seminar
Oct 30, 2013, 03:00 PM - 04:00 PM | 332 Evans Hall | Happening As Scheduled
Yuval Peres, Microsoft Research, Redmond
Fix k probability measures on R^d with mean 0 and bounded, d-dimensional support. At each positive integer time we choose one of the k measures based on the history of the process and take a step according to that measure. Transience and recurrence of such walks depends in a delicate way on the measures used; we understand the picture in dimension 3 but dimension 2 and higher dimensions leave...