On recurrence of reflected random walk on the half-line. With an appendix on results of Martin Benda
| dc.creator | Peigné, Marc | |
| dc.creator | Woess, Wolfgang | |
| dc.date | 2006-12-12 | |
| dc.date.accessioned | 2026-07-07T06:36:08Z | |
| dc.date.available | 2026-07-07T06:36:08Z | |
| dc.description | Let $(Y_n)$ be a sequence of i.i.d. real valued random variables. Reflected random walk $(X_n)$ is defined recursively by $X_0=x \ge 0$, $X_{n+1} = |X_n - Y_{n+1}|$. 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. | |
| dc.identifier | https://arxiv.org/abs/math/0612306 | |
| dc.identifier | http://arxiv.org/abs/math/0612306 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/99990 | |
| dc.subject | Probability | |
| dc.subject | 60G50; 60J05 | |
| dc.title | On recurrence of reflected random walk on the half-line. With an appendix on results of Martin Benda | |
| dc.type | text |