We prove recurrence criteria for inhomogeneous long-range percolation in dimensions one and two. In dimension one, recurrence follows from a purely geometric scarcity condition: long edges eventually disappear on exponential scales. This applies to weight-dependent random connection models and related one-dimensional spatial scale-free graphs whenever the standard strong-decay long-edge estimate holds. In dimension two, we combine the linear chemical-distance estimate of L\"uchtrath with an area-order bound on the degree measure. Graph-distance layers in exponentially separated bands then give the required Nash-Williams cutsets for planar random geometric graphs satisfying the polynomial mixing and long-edge estimates [J. Theoret. Probab. 39 (2026), Paper No. 12]. As a concrete consequence, every connected component of the two-dimensional weight-dependent random connection model with interpolation kernel is recurrent throughout the strong-decay region $\delta>2$, $\gamma<1-\frac{1}{\delta}$, and $\alpha<1-\gamma$.
Johannes Bäumler, Lukas Lüchtrath, Christian Mönch· 0 citations
We consider a fractional Brownian motion $B$ with Hurst index $0<H<1/2$, and its maximiser $\tau$ on $[0,1]$. We show that the rescaled process $a^H(B_{\tau+\,\cdot\,/a}-B_\tau)$ converges in $C_{\mathrm{loc}}(\mathbb R)$ to a limiting tangent law that is $H$-self-similar, supported on nonpositive paths pinned at zero, and rerooting-rescaling invariant: rerooting the limit process at its maximum on any fixed compact interval separated from zero and rescaling again asymptotically reproduces the same law. We also identify the tangent law as the limit of two-sided finite-grid hard-wall laws as the mesh vanishes and both horizons diverge, which can informally be interpreted as conditioning fractional Brownian motion on a nonpositive path. As an application, we consider persistence probabilities for fractional Brownian motion: a tilted variant of $B$ yields a different tangent law with a finite left horizon and an infinite right horizon and we show that \[ \mathbb P(B_t\leq1\text{ for all }0\leq t\leq T) = \big(C+o(1)\big)\,T^{-(1-H)},\quad \text{as }T\to\infty, \] where the leading order coefficient $C\in(0,\infty)$ has an explicit representation in terms of the expected maximum and the tilted tangent law.