We study a random walk on a complex of finitely many half-lines joined at a common origin; jumps are heavy-tailed and of two types, either one-sided (towards the origin) or two-sided (symmetric). Transmission between half-lines via the origin is governed by an irreducible Markov transition matrix, with associated stationary distribution μk. If χk is 1 for one-sided half-lines k and 1 / 2 for two-sided half-lines, and αk is the tail exponent of the jumps on half-line k, we show that the recurrence classification for the case where all αkχk∈ (0 , 1) is determined by the sign of ∑ kμkcot (χkπαk). In the case of two half-lines, the model fits naturally on R and is a version of the oscillating random walk of Kemperman. In that case, the cotangent criterion for recurrence becomes linear in α1 and α2; our general setting exhibits the essential nonlinearity in the cotangent criterion. For the general model, we also show existence and non-existence of polynomial moments of return times. Our moments results are sharp (and new) for several cases of the oscillating random walk; they are apparently even new for the case of a homogeneous random walk on R with symmetric increments of tail exponent α∈ (1 , 2).
CITATION STYLE
Menshikov, M. V., Petritis, D., & Wade, A. R. (2018). Heavy-Tailed Random Walks on Complexes of Half-Lines. Journal of Theoretical Probability, 31(3), 1819–1859. https://doi.org/10.1007/s10959-017-0753-5
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