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 language | English |
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Pages (from-to) | 327-367 |
Number of pages | 41 |
Journal | Probability Theory and Related Fields |
Early online date | 18 Jun 2020 |
DOIs | |
Publication status | Published - 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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Matthew Roberts
- Department of Mathematical Sciences - Royal Society University Research Fellow
- EPSRC Centre for Doctoral Training in Statistical Applied Mathematics (SAMBa)
- Probability Laboratory at Bath
Person: Research & Teaching