Can one hear the shape of a random walk?

Abstract

To what extent is the underlying distribution of a finitely supported unbiased random walk on $\mathbb{Z}$ determined by the sequence of times at which the walk returns to the origin? The main result of this paper is that, in various senses, most unbiased random walks on $\mathbb{Z}$ are determined up to equivalence by the sequence $I_1,I_2,I_3,\dots$, where $I_n$ denotes the probability of being at the origin after $n$ steps. We also give an application to an inverse problem from asymptotic representation theory. The proof uses Laplace's method and a delicate Galois-theoretic analysis which ultimately depends on the classification of finite simple groups.

Minor revision, 20 pages