Pólya’s theorem on random walks

E637316

Pólya’s theorem on random walks is a fundamental result in probability theory stating that simple random walks on one- and two-dimensional lattices are recurrent (almost surely return to the starting point infinitely often), while in three or more dimensions they are transient.

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Pólya’s theorem on random walks canonical 1

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Statements (46)

Predicate Object
instanceOf result in random walk theory ⓘ
theorem in probability theory ⓘ
appliesTo lattice random walk ⓘ
simple random walk ⓘ
assumes independent and identically distributed steps ⓘ
simple symmetric step distribution ⓘ
steps to nearest neighbors on the lattice ⓘ
characterizes dimension dependence of recurrence and transience for simple random walks ⓘ
concernsProperty recurrence ⓘ
transience ⓘ
conclusionForRecurrentCase the random walk returns to its starting point infinitely often with probability 1 ⓘ
conclusionForTransientCase the random walk returns to its starting point only finitely many times with probability 1 ⓘ
dimensionThreshold 2 ⓘ
domain integer lattice Z^d ⓘ
field probability theory ⓘ
random walk theory ⓘ
stochastic processes ⓘ
historicalPeriod early 20th century ⓘ
implies in dimensions three and higher the probability of ever returning to the origin is less than 1 ⓘ
one- and two-dimensional simple random walks are null recurrent ⓘ
influenced development of modern Markov process theory ⓘ
later work on random walks on graphs ⓘ
involves infinite time horizon behavior of random walks ⓘ
probability of return to the origin ⓘ
mathematicalClassification 0-1 law type result ⓘ
namedAfter George Pólya ⓘ
quantifier almost surely ⓘ
recurrenceHoldsForDimension 1 ⓘ
2 ⓘ
relatedConcept Green’s function of a random walk ⓘ
Markov chain recurrence ⓘ
Markov chain transience ⓘ
harmonic functions on lattices ⓘ
relatedTo central limit theorem for random walks ⓘ
law of large numbers for random walks ⓘ
states simple random walks on integer lattices of dimension three or higher are transient ⓘ
simple random walks on one-dimensional integer lattices are recurrent ⓘ
simple random walks on two-dimensional integer lattices are recurrent ⓘ
transienceHoldsForDimension 3 ⓘ
4 ⓘ
5 ⓘ
usedIn Markov chain theory ⓘ
linked to: Markov processes

percolation theory ⓘ
potential theory on lattices ⓘ
random walk models in physics ⓘ
statistical physics ⓘ

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Full triples — surface form annotated when it differs from this entity's canonical label.

George Pólya → notableIdea → Pólya’s theorem on random walks ⓘ