MathOverflow Asked by Rob Arthan on December 20, 2021
[I asked a version of this question on MSE a few weeks ago and didn’t get any useful feedback. Apologies if I am just being stupid.]
I am reading the paper A note on the Borel-Cantelli lemma by Kochen and Stone. They say:
A sequence $E_1, E_2, dotsc$ is called a system of recurrent events if there exist independent and identically distributed positive-integer valued random variables $Y_1, Y_2, dotsc$ such that $E_k$ is the event that $Y_1 + dotsb + Y_j = k$ for some $j$.
I note that this seems to be stronger than the definition given in Feller, say, but let’s bear with it. Later on they give an example:
Let $E_k$ be the event that the simple random walk in one dimension is at the origin at time $2k$. The $E_k$ form a system of recurrent events ….
This is a recurrent system per Feller’s definition, but I can’t reconcile it with Kochen and Stone’s definition. What could the sequence $Y_1, Y_2, dotsc$ be in the example?
Assume the random walk starts at the origin. Let $T_0=0$ and for $igeq 1$ let $T_i$ be the time of the $i$th visit of the walk to the origin after time $0$. Let $X_i=T_i-T_{i-1}$. Then the $X_i$ are i.i.d. (you may like to think of this in terms of the strong Markov property, for example), and they take even positive integer values.
Let $Y_i=X_i/2$, so that $Y_i$ are i.i.d. taking positive integer values.The random walk is at $0$ at time $2k$ precisely if $T_j=2k$ for some $j$, i.e. if $X_1+dots+X_j=2k$, i.e. if $Y_1+dots+Y_j=k$.
Answered by James Martin on December 20, 2021
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