2006
DOI: 10.1214/009117905000000440
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Gaussian estimates for spatially inhomogeneous random walks on Zd

Abstract: It is shown in this paper that the transition kernel corresponding to a spatially inhomogeneous random walk on Z d admits upper and lower Gaussian estimates.

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Cited by 17 publications
(38 citation statements)
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“…In particular, little appears to be known on lower bounds of the type (5.1b) for non-reversible Markov chains. Results for Markov chains on a lattice [16], or for differential equations in non-divergence form [10], do not adapt straightforwardly (and maybe not at all) to our case. Instead, since we consider only the case w → 0, it has been possible to treat the left hand side of (5.1a) and (5.1b) as a perturbation of quantities that can be computed explicitly.…”
Section: Potential Theorymentioning
confidence: 87%
See 1 more Smart Citation
“…In particular, little appears to be known on lower bounds of the type (5.1b) for non-reversible Markov chains. Results for Markov chains on a lattice [16], or for differential equations in non-divergence form [10], do not adapt straightforwardly (and maybe not at all) to our case. Instead, since we consider only the case w → 0, it has been possible to treat the left hand side of (5.1a) and (5.1b) as a perturbation of quantities that can be computed explicitly.…”
Section: Potential Theorymentioning
confidence: 87%
“…There exist K, K ′ , ǫ ′ > 0 such that, for every (y, n) ∈ H(ǫ, 1), and for every ξ ∈ R satisfying |ξw| ≤ ǫ ′ , one hase −Knw 2 ξ 2 ≤ |Λ n (ξ)| ≤ e −K ′ nw 2 ξ 2 , (A.13) |Λ ′ n (ξ)| ≤ Knw 2 (1 + |ξ|)e −K ′ nw 2 ξ 2 , (A.14) |Λ ′′ n (ξ)| ≤ Knw 2 (1 + nw 2 + nw 2 ξ 2 )e −K ′ nw 2 ξ 2 , (A.15)| arg(Λ n (ξ))| ≤ Knw 2 (|ξ| + w|ξ| 3 ). (A 16).…”
mentioning
confidence: 99%
“…random integer-component vectors, is classical and extensive; see for example [4,13,23]. For random walks that are not spatially homogeneous the theory is less complete, and many techniques available for the study of homogeneous random walks can no longer be applied, or are considerably complicated; see, for instance, [12,20]. In the present paper we study angular properties of non-homogeneous random walks, specifically exit times from cones and existence of limiting directions.…”
Section: Introductionmentioning
confidence: 99%
“…This principle generalizes to Π-caloric functions. The proof in [ [35], §5.1, §5.2 and §5.3], given for nonnegative L-caloric functions in cylindrical domains, is based only on the maximum and Harnack principles and can be readily extended to Π-caloric functions.…”
Section: Discrete Potential Theory and Proof Of Theoremmentioning
confidence: 99%
“…However, our method has a more general scope and applies in higher dimension and for models with longer steps. It relies on a systematic use of tools and techniques from discrete potential theory developed in [24,35,36]. It assumes a centering condition and requires the construction of an appropriate harmonic function whose existence is difficult to establish in full generality.…”
Section: Introductionmentioning
confidence: 99%