Random Walks on Trees with Finitely Many Cone Types

Tatiana Nagnibeda and Wolfgang Woess ()
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Tatiana Nagnibeda: Royal Institute of Technology
Wolfgang Woess: Technische Universität Graz

Journal of Theoretical Probability, 2002, vol. 15, issue 2, 383-422

Abstract: Abstract This paper is devoted to the study of random walks on infinite trees with finitely many cone types (also called periodic trees). We consider nearest neighbour random walks with probabilities adapted to the cone structure of the tree, which include in particular the well studied classes of simple and homesick random walks. We give a simple criterion for transience or recurrence of the random walk and prove that the spectral radius is equal to 1 if and only if the random walk is recurrent. Furthermore, we study the asymptotic behaviour of return probabilitites and prove a local limit theorem. In the transient case, we also prove a law of large numbers and compute the rate of escape of the random walk to infinity, as well as prove a central limit theorem. Finally, we describe the structure of the boundary process and explain its connection with the random walk.

Keywords: tree; random walk; transience; rate of escape (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1014810827031

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