Séminaire SPACE Tours

On the oscillating random walk on Z
Võ Trần Duy
Friday 09 December 2022 10:30 -  Tours -  E2 1180

Résumé :

We will present a new approach for the recurrence properties of oscillating random walks on Z in Kemperman's sense. 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 to 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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