Can one condition a killed random walk to survive?

TL;DR

This paper investigates whether a killed random walk conditioned to survive can be well-defined, analyzing different killing probabilities and their impact on the walk's limiting behavior across various dimensions.

Contribution

It establishes conditions under which the conditioned killed random walk is well-defined, extending understanding of survival conditioning in different dimensions and for various killing functions.

Findings

Conditioning is well-defined for p(r) = o(r^{-2})

Conditioning is not well-defined for p(r) = min(1, r^{-eta}) with ta  14/9, 2

Results relate to the infinite snake in four dimensions

Abstract

We consider the simple random walk on $\mathbb{Z}^d$ killed with probability $p(|x|)$ at site $x$ for a function $p$ decaying at infinity. Due to recurrence in dimension $d=2$, the killed random walk (KRW) dies almost surely if $p$ is positive, while in dimension $d \geq 3$ it is known that the KRW dies almost surely if and only if $\int_0^{\infty}rp(r)dr = \infty$, under mild technical assumptions on $p$. In this paper we consider, for any $d \geq 2$, functions $p$ for which the KRW dies almost surely and we ask ourselves if the KRW conditioned to survive is well-defined. More precisely, given an exhaustion $(\Lambda_R)_{R \in \mathbb{N}}$ of $\mathbb{Z}^d$, does the KRW conditioned to leave $\Lambda_R$ before dying converges in distribution towards a limit which does not depend on the exhaustion? We first prove that this conditioning is well-defined for $p(r) = o(r^{-2})$, and that it is not for $p(r) = \min(1, r^{-\alpha})$ for $\alpha \in (14/9,2)$. This question is connected to branching random walks and the infinite snake. More precisely, in dimension $d=4$, the infinite snake is related to the KRW with $p(r) \asymp (r^2\log(r))^{-1}$, therefore our results imply that the infinite snake conditioned to avoid the origin in four dimensions is well-defined.