Recurrence, transience and anti-concentration of Rademacher random walks

Abstract

The Rademacher random walk associated with a deterministic sequence $(a_n)_{n \geq 1}$ is the walk which starts at zero and, at step $i$, independently steps either up or down by $a_i$ with equal probability. We continue the study begun by Bhattacharya and Volkov in 2023 of the transience or recurrence of one-dimensional Rademacher random walks. In particular, we show that if the sequence of step sizes is bounded, the walk is weakly recurrent, meaning that it returns infinitely often to a random finite interval, while if the step sizes tend to infinity arbitrarily slowly, the walk may be transient. On the other hand, using a construction with integer step sizes, we show that the step sizes may grow arbitrarily fast and still give a weakly recurrent random walk. We also show, using a construction with non-integer step sizes, that the same conclusion holds even if we restrict to strictly increasing step sizes. However, we prove that if $a_n = n^{\alpha + o(1)}$ for some $\alpha > 1/2$, then the walk is transient. We show that the bound on $\alpha$ is tight by giving an example where $a_n = \Theta(n^{1/2})$ and the walk is weakly recurrent.