ON RECURRENCE OF REFLECTED RANDOM WALK ON THE HALF-LINEReport as inadecuate




ON RECURRENCE OF REFLECTED RANDOM WALK ON THE HALF-LINE - Download this document for free, or read online. Document in PDF available to download.

1 LMPT - Laboratoire de Mathématiques et Physique Théorique 2 TU Graz - Institut für Mathematische Strukturtheorie Math C

Abstract : Abstract. Let Yn be a sequence of i.i.d. real valued random variables. Reflected random walk Xn is defined recursively by X0 = x ≥ 0, Xn+1 = |Xn − Yn+1|. In this note, we study recurrence of this process, extending a previous criterion. This is obtained by determining an invariant measure of the embedded process of reflections.





Author: Marc Peigné - Wolfgang Woess -

Source: https://hal.archives-ouvertes.fr/



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