The Oscillating Random Walk on Z

被引:0
作者
Vo, Tran Duy [1 ]
机构
[1] Univ Orleans, Univ Tours, Inst Denis Poisson UMR 7013, CNRS, Tours, France
关键词
Random walk; Markov chain; Irreducible class; Invariant measure; SYSTEMS;
D O I
10.1007/s10959-023-01250-z
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The paper is concerned with a new approach for the recurrence properties of the oscillating random walk on Z in the sense of Kemperman. In the case when the random walk is ascending on Z-and descending on Z(+), the invariant measure of the embedded process of successive crossing times is explicitly determined, which yields a sufficient condition for recurrence. Finally, we make use of this result to show that the general oscillating random walk is recurrent under some moment assumptions.
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页码:2426 / 2447
页数:22
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