Local limit theorem and recurrence for a random walk with unbounded jumps

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Let {Sn∣n≥0}\{S_n\mid n\geq 0\} be a random walk with unbounded jumps, and write Sn=∑k=1nXkS_n=\sum_{k=1}^nX_k. For i=1,2i=1,2, suppose that

{Pr⁡(Xn+1=±ei∣Sn=(0,0))=1/4,Pr⁡(Xn+1=±nei∣Sn≠(0,0))=const.⁡ ∣n∣−3.\begin{cases} \Pr(X_{n+1}=\pm e_i\mid S_n=(0,0))=1/4,\\ \Pr(X_{n+1}=\pm n e_i\mid S_n\neq(0,0))=\operatorname{const.}\,|n|^{-3}. \end{cases}

Define Vn(t)=(nlog⁡n)−1/2S⌊nt⌋V_n(t)=(n\log n)^{-1/2}S_{\lfloor nt\rfloor} for t∈[0,1]t\in[0,1]. The preceding theorem gives Vn(t)⇒CW(t)V_n(t)\Rightarrow C W(t) weakly in C[0,1]C[0,1], where WW is standard planar Wiener process and C>0C>0.

Unbounded-jump random-walk conjecture. In this setup, the local version of the limit law for Vn(1)V_n(1) is also true, and the random walk defined above is recurrent.

These assertions would supplement the stated global limit theorem for the non-standard nlog⁡n\sqrt{n\log n} domain of attraction. The supplied text gives no resolution status for either assertion.

References

Primary source

Domokos Szasz, “Random walks and Lorentz processes”, arXiv:2501.01378 (2025).

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