<p>We consider the simple random walk on <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq1.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="21" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathbb {Z}^d\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">Z</mi> </mrow> <mi>d</mi> </msup> </math></EquationSource> </InlineEquation> killed with probability <i>p</i>(|<i>x</i>|) at site <i>x</i> for a function <i>p</i> decaying at infinity. Due to recurrence in dimension <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq2.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="40" /> </InlineMediaObject> <EquationSource Format="TEX">\(d=2\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>=</mo> <mn>2</mn> </mrow> </math></EquationSource> </InlineEquation>, the killed random walk (KRW) dies almost surely if <i>p</i> is positive, while in dimension <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq3.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="41" /> </InlineMediaObject> <EquationSource Format="TEX">\(d \ge 3\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>≥</mo> <mn>3</mn> </mrow> </math></EquationSource> </InlineEquation> it is known that the KRW dies almost surely if and only if <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq4.gif" Format="GIF" Height="22" Rendition="HTML" Resolution="72" Type="Linedraw" Width="123" /> </InlineMediaObject> <EquationSource Format="TEX">\(\int _0^{\infty }rp(r)dr = \infty \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msubsup> <mo>∫</mo> <mn>0</mn> <mi>∞</mi> </msubsup> <mi>r</mi> <mi>p</mi> <mrow> <mo stretchy="false">(</mo> <mi>r</mi> <mo stretchy="false">)</mo> </mrow> <mi>d</mi> <mi>r</mi> <mo>=</mo> <mi>∞</mi> </mrow> </math></EquationSource> </InlineEquation>, under mild technical assumptions on&#xa0;<i>p</i>. In this paper we consider, for any <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq5.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="41" /> </InlineMediaObject> <EquationSource Format="TEX">\(d \ge 2\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>≥</mo> <mn>2</mn> </mrow> </math></EquationSource> </InlineEquation>, functions <i>p</i> for which the random walk will die almost surely and we ask ourselves if the KRW conditioned to survive is well-defined. More precisely, given an exhaustion <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq6.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="60" /> </InlineMediaObject> <EquationSource Format="TEX">\((\Lambda _R)_{R \in \mathbb {N}}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mrow> <mo stretchy="false">(</mo> <msub> <mi mathvariant="normal">Λ</mi> <mi>R</mi> </msub> <mo stretchy="false">)</mo> </mrow> <mrow> <mi>R</mi> <mo>∈</mo> <mi mathvariant="double-struck">N</mi> </mrow> </msub> </math></EquationSource> </InlineEquation> of <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq1.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="21" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mathbb {Z}^d\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">Z</mi> </mrow> <mi>d</mi> </msup> </math></EquationSource> </InlineEquation>, does the KRW conditioned to leave <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq8.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="24" /> </InlineMediaObject> <EquationSource Format="TEX">\(\Lambda _R\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi mathvariant="normal">Λ</mi> <mi>R</mi> </msub> </math></EquationSource> </InlineEquation> before dying converges in distribution towards a limit which does not depend on the exhaustion? We first prove that this conditioning is well-defined for <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq9.gif" Format="GIF" Height="20" Rendition="HTML" Resolution="72" Type="Linedraw" Width="97" /> </InlineMediaObject> <EquationSource Format="TEX">\(p(r) = o(r^{-2})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>p</mi> <mrow> <mo stretchy="false">(</mo> <mi>r</mi> <mo stretchy="false">)</mo> </mrow> <mo>=</mo> <mi>o</mi> <mrow> <mo stretchy="false">(</mo> <msup> <mi>r</mi> <mrow> <mo>-</mo> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation>, and that it is not for <InlineEquation ID="IEq10"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq10.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="133" /> </InlineMediaObject> <EquationSource Format="TEX">\(p(r) = \min (1, r^{-\alpha })\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>p</mi> <mrow> <mo stretchy="false">(</mo> <mi>r</mi> <mo stretchy="false">)</mo> </mrow> <mo>=</mo> <mo movablelimits="true">min</mo> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo>,</mo> <msup> <mi>r</mi> <mrow> <mo>-</mo> <mi>α</mi> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> for <InlineEquation ID="IEq11"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq11.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="93" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \in (14/9,2)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>14</mn> <mo stretchy="false">/</mo> <mn>9</mn> <mo>,</mo> <mn>2</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>. This question is connected to branching random walks and the infinite snake. More precisely, in dimension <InlineEquation ID="IEq12"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq12.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="40" /> </InlineMediaObject> <EquationSource Format="TEX">\(d=4\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>=</mo> <mn>4</mn> </mrow> </math></EquationSource> </InlineEquation>, the infinite snake is related to the KRW with <InlineEquation ID="IEq13"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10955_2025_3511_Article_IEq13.gif" Format="GIF" Height="20" Rendition="HTML" Resolution="72" Type="Linedraw" Width="140" /> </InlineMediaObject> <EquationSource Format="TEX">\(p(r) \asymp (r^2\log (r))^{-1}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>p</mi> <mrow> <mo stretchy="false">(</mo> <mi>r</mi> <mo stretchy="false">)</mo> </mrow> <mo>≍</mo> <msup> <mrow> <mo stretchy="false">(</mo> <msup> <mi>r</mi> <mn>2</mn> </msup> <mo>log</mo> <mrow> <mo stretchy="false">(</mo> <mi>r</mi> <mo stretchy="false">)</mo> </mrow> <mo stretchy="false">)</mo> </mrow> <mrow> <mo>-</mo> <mn>1</mn> </mrow> </msup> </mrow> </math></EquationSource> </InlineEquation>, therefore our results imply that the infinite snake conditioned to avoid the origin in four dimensions is well-defined.</p>

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Can One Condition a Killed Random Walk to Survive?

  • Lucas Rey,
  • Augusto Teixeira

摘要

We consider the simple random walk on \(\mathbb {Z}^d\) Z d killed with probability p(|x|) at site x for a function p decaying at infinity. Due to recurrence in dimension \(d=2\) d = 2 , the killed random walk (KRW) dies almost surely if p is positive, while in dimension \(d \ge 3\) d 3 it is known that the KRW dies almost surely if and only if \(\int _0^{\infty }rp(r)dr = \infty \) 0 r p ( r ) d r = , under mild technical assumptions on p. In this paper we consider, for any \(d \ge 2\) d 2 , functions p for which the random walk will die almost surely and we ask ourselves if the KRW conditioned to survive is well-defined. More precisely, given an exhaustion \((\Lambda _R)_{R \in \mathbb {N}}\) ( Λ R ) R N of \(\mathbb {Z}^d\) Z d , does the KRW conditioned to leave \(\Lambda _R\) Λ R before dying converges in distribution towards a limit which does not depend on the exhaustion? We first prove that this conditioning is well-defined for \(p(r) = o(r^{-2})\) p ( r ) = o ( r - 2 ) , and that it is not for \(p(r) = \min (1, r^{-\alpha })\) p ( r ) = min ( 1 , r - α ) for \(\alpha \in (14/9,2)\) α ( 14 / 9 , 2 ) . This question is connected to branching random walks and the infinite snake. More precisely, in dimension \(d=4\) d = 4 , the infinite snake is related to the KRW with \(p(r) \asymp (r^2\log (r))^{-1}\) p ( r ) ( r 2 log ( r ) ) - 1 , therefore our results imply that the infinite snake conditioned to avoid the origin in four dimensions is well-defined.