Abstract:
Let Y={yn}∞n=0 be an oscillating random walk ([1]):
y0=0,yn+1−yn={ξ′n+1,yn⩽0,ξ″n+1,yn>0,(n=1,2,…), {ξ′n}∞n=1 and {ξ″n}∞n=1 be two sequences of independent identically distributed, in each sequence, random variables with values in the set {0,±1,±2,…},
S′0=S″0=0,S′n=n∑k=1ξ′k,S″n=n∑k=1ξ″k,n=1,2,…
The random walks S′n={S′n}∞n=0 and S″n={S″n}∞n=0 are aperiodic. It is shown that Y can be transient in the case Mξ′1=Mξ″1=0. A recurrency condition for Y is obtained when S′ and S″ are stable random walks.
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
\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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V. I. Lotov, “On oscillating random walks”, Siberian Math. J., 37:4 (1996), 764–774
Neal Madras, David Tanny, “Oscillating random walk with a moving boundary”, Israel J. Math., 88:1-3 (1994), 333
R. Durrett, H. Kesten, G. Lawler, Random Walks, Brownian Motion, and Interacting Particle Systems, 1991, 255