ON RECURRENCE OF REFLECTED RANDOM WALK ON THE HALF-LINEReportar como inadecuado




ON RECURRENCE OF REFLECTED RANDOM WALK ON THE HALF-LINE - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

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.





Autor: Marc Peigné - Wolfgang Woess -

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



DESCARGAR PDF




Documentos relacionados