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arXiv:2412.19762 [math.PR]AbstractReferencesReviewsResources

Can one hear the shape of a random walk?

Michael J. Larsen

Published 2024-12-27Version 1

To what extent is the underlying distribution of a finitely supported unbiased random walk on $\mathbb{Z}$ determined by the sequence of times at which the walk returns to the origin? The main result of this paper is that, in various senses, most unbiased random walks on $\mathbb{Z}$ are determined up to equivalence by the sequence $I_1,I_2,I_3,\ldots$, where $I_n$ denotes the probability of being at the origin after $n$ steps. The proof depends on the classification of finite simple groups.

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