Year: 2026
Type: preprint
Abstract: Given a symmetric simple random walk $(X_n)_{n \ge 0}$, the family of all symmetric simple random walks $(Y_n)_{n \ge 0}$ adapted to the filtration of $(X_n)_{n \ge 0}$ was studied in Collevecchio et al. (2022). In particular, the authors established necessary and sufficient conditions under which the suitably normalized two-dimensional process $((X_n, Y_n))_{n \ge 0}$ converges weakly to a two-dimensional Brownian motion. When this occurs, we say that the random walk $(Y_n)_n$ is normal (with respect to $(X_n)_n$). In this paper, we investigate whether a "randomly selected" $(Y_n)_{n \ge 0}$ is normal. We consider a very general randomization procedure and look at both the quenched and annealed settings.
Source: arXiv (Cornell University)
Authors: Hamza, Kais, Tournier, Laurent
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funder: Monash University
OpenAlex ID: W7216469511