ON RECURRENCE OF REFLECTED RANDOM WALK ON THE HALF-LINE
Résumé
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.
Domaines
Systèmes dynamiques [math.DS]Origine | Fichiers produits par l'(les) auteur(s) |
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