Noise sensitivity and exceptional times of transience for a simple symmetric random walk in one dimension

Martin Prigent, Matthew I. Roberts

Research output: Contribution to journalArticlepeer-review

2 Citations (SciVal)

Abstract

We define a dynamical simple symmetric random walk in one dimension, and show that there almost surely exist exceptional times at which the walk tends to infinity. This is in contrast to the usual dynamical simple symmetric random walk in one dimension, for which such exceptional times are known not to exist. In fact we show that the set of exceptional times has Hausdorff dimension 1/2 almost surely, and give bounds on the rate at which the walk diverges at such times. We also show noise sensitivity of the event that our random walk is positive after n steps. In fact this event is maximally noise sensitive, in the sense that it is quantitatively noise sensitive for any sequence εn such that nεn→ ∞. This is again in contrast to the usual random walk, for which the corresponding event is known to be noise stable.

Original languageEnglish
Pages (from-to)327-367
Number of pages41
JournalProbability Theory and Related Fields
Early online date18 Jun 2020
DOIs
Publication statusPublished - 18 Jun 2020

Funding

MR would like to thank Emily Atkinson, who spent a portion of her summer internship exploring an earlier unsuccessful method to attempt to prove Theorem 2 , and Jon Warren for pointing out the example in [ 23 ]. He would also like to thank the Royal Society for funding his University Research Fellowship. MP would like to thank the University of Bath for his University Research Scholarship.

Keywords

  • Dynamical sensitivity
  • Exceptional times
  • Hausdorff dimension
  • Noise sensitivity
  • Random walk

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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