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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 1, Pages 161–169 (Mi tvp3021)  

This article is cited in 12 scientific papers (total in 12 papers)

Short Communications

The recurrency of oscillating random walks

B. A. Rogozin, S. G. Foss

Novosibirsk
Abstract: Let Y={yn}n=0 be an oscillating random walk ([1]):
y0=0,yn+1yn={ξn+1,yn0,ξn+1,yn>0,(n=1,2,),
{ξn}n=1 and {ξn}n=1 be two sequences of independent identically distributed, in each sequence, random variables with values in the set {0,±1,±2,},
S0=S0=0,Sn=nk=1ξk,Sn=nk=1ξk,n=1,2,
The random walks Sn={Sn}n=0 and Sn={Sn}n=0 are aperiodic. It is shown that Y can be transient in the case Mξ1=Mξ1=0. A recurrency condition for Y is obtained when S and S are stable random walks.
Received: 09.06.1976
English version:
Theory of Probability and its Applications, 1978, Volume 23, Issue 1, Pages 155–162
DOI: https://doi.org/10.1137/1123015
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: B. A. Rogozin, S. G. Foss, “The recurrency of oscillating random walks”, Teor. Veroyatnost. i Primenen., 23:1 (1978), 161–169; Theory Probab. Appl., 23:1 (1978), 155–162
Citation in format AMSBIB
\Bibitem{RogFos78}
\by B.~A.~Rogozin, S.~G.~Foss
\paper The recurrency of oscillating random walks
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 1
\pages 161--169
\mathnet{http://mi.mathnet.ru/tvp3021}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=494508}
\zmath{https://zbmath.org/?q=an:0423.60059|0382.60076}
\transl
\jour Theory Probab. Appl.
\yr 1978
\vol 23
\issue 1
\pages 155--162
\crossref{https://doi.org/10.1137/1123015}
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  • https://www.mathnet.ru/eng/tvp/v23/i1/p161
  • This publication is cited in the following 12 articles:
    1. Tran Duy Vo, “The Oscillating Random Walk on Z”, J Theor Probab, 36:4 (2023), 2426  crossref
    2. Alexander Iksanov, Andrey Pilipenko, Ben Povar, “Functional limit theorems for random walks perturbed by positive alpha-stable jumps”, Bernoulli, 29:2 (2023)  crossref
    3. Nicholas Georgiou, Mikhail V. Menshikov, Dimitri Petritis, Andrew R. Wade, “Markov chains with heavy-tailed increments and asymptotically zero drift”, Electron. J. Probab., 24:none (2019)  crossref
    4. Menshikov V M. Petritis D. Wade A.R., “Heavy-Tailed Random Walks on Complexes of Half-Lines”, J. Theor. Probab., 31:3 (2018), 1819–1859  crossref  isi
    5. V. I. Lotov, “O sluchainom bluzhdanii s pereklyucheniyami”, Sib. elektron. matem. izv., 15 (2018), 1320–1331  mathnet  crossref
    6. Nicholas Georgiou, Mikhail V. Menshikov, Aleksandar Mijatović, Andrew R. Wade, “Anomalous recurrence properties of many-dimensional zero-drift random walks”, Adv. Appl. Probab., 48:A (2016), 99  crossref
    7. D. K. Kim, “Asimptotika supremuma sluchainogo bluzhdaniya s pereklyucheniem”, Sib. elektron. matem. izv., 11 (2014), 999–1020  mathnet
    8. Nikola Sandrić, “Recurrence and transience property for a class of Markov chains”, Bernoulli, 19:5B (2013)  crossref
    9. Aurel Spătaru, “Series of tail distributions of finitely inhomogeneous random walks”, Journal of Mathematical Analysis and Applications, 369:1 (2010), 312  crossref
    10. V. I. Lotov, “On oscillating random walks”, Siberian Math. J., 37:4 (1996), 764–774  mathnet  mathnet  crossref  isi
    11. Neal Madras, David Tanny, “Oscillating random walk with a moving boundary”, Israel J. Math., 88:1-3 (1994), 333  crossref
    12. R. Durrett, H. Kesten, G. Lawler, Random Walks, Brownian Motion, and Interacting Particle Systems, 1991, 255  crossref
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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