The conjectured lower bound for the centre-of-mass escape rate

Let XX be the increment random variable of the random walk in Rd\mathbb{R}^d, and let GnG_n denote its centre of mass after nn steps. Assume that the support of XX is not contained in a one-dimensional subspace of Rd\mathbb{R}^d. Escape-rate conjecture. Almost surely,

lim infnlogGnlogn12.\liminf_{n \to \infty} \frac{\log \|G_n\|}{\log n} \geq \frac{1}{2}.

Obtaining necessary and sufficient conditions for recurrence and transience of GnG_n is stated to be an open problem; this conjecture asserts that in dimensions at least two the centre of mass is at least as transient as in the established diffusive-rate theorem.

Sources & referencesView supporting material

Primary source

Chak Hei Lo and Andrew R. Wade, “On the centre of mass of a random walk”, arXiv:1708.04470 (2018).

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