Strong transience criterion for the conditioned right step

About 11 years old · traced to

Let PP be a distribution on environments satisfying Assumption asmiid, and suppose that

EP[log⁡ρ0]∈(−∞,0).E_P[\log \rho_0] \in (-\infty,0).

Here, R\mathfrak{R} denotes the first return time to the origin, and X1X_1 is the first step of the random walk. Strong transience criterion. Under these assumptions,

E[R∣X1=1, R<∞]<∞  ⟺  EP[ρ0]<1.\mathbb{E}[\mathfrak{R}\mid X_1=1,\,\mathfrak{R}<\infty]<\infty \quad\iff\quad E_P[\rho_0]<1.

The theorem preceding this conjecture proves the forward implication when EP[ρ0]<1E_P[\rho_0]<1 and proves the converse under the additional condition that either EP[ρ0]>1E_P[\rho_0]>1 or EP[ρ0]=1E_P[\rho_0]=1 with EP[ρ0log⁡ρ0]<∞E_P[\rho_0\log\rho_0]<\infty. The conjecture asks whether the same equivalence holds under the weaker assumption EP[ρ0]≥1E_P[\rho_0]\geq 1 without that additional integrability condition.

References

Primary source

Jonathon Peterson, “Strong transience of one-dimensional random walk in a random environment”, arXiv:1506.03048 (2016).

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