On recurrence of reflected random walk on the half-line. With an appendix on results of Martin Benda

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/99990Let $(Y_n)$ 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.Probability60G50; 60J05On recurrence of reflected random walk on the half-line. With an appendix on results of Martin Bendatext