A note on recurrent random walks

Dimitrios Cheliotis

Published 2006-10-02Version 1

For any recurrent random walk (S_n)_{n>0} on R, there are increasing sequences (g_n)_{n>0} converging to infinity for which (g_n S_n)_{n>0} has at least one finite accumulation point. For one class of random walks, we give a criterion on (g_n)_{n>0} and the distribution of S_1 determining the set of accumulation points for (g_n S_n)_{n>0}. This extends, with a simpler proof, a result of K.L. Chung and P. Erdos. Finally, for recurrent, symmetric random walks, we give a criterion characterizing the increasing sequences (g_n)_{n>0} of positive numbers for which liminf g_n|S_n|=0.