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Recurrence and transience for random walks with stationary increments

โœ Scribed by Henry Berbee


Publisher
Springer
Year
1981
Tongue
English
Weight
247 KB
Volume
56
Category
Article
ISSN
1432-2064

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๐Ÿ“œ SIMILAR VOLUMES


Random Walks with Stochastically Bounded
โœ Gerold Alsmeyer ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 1009 KB

This paper develops renewal theory for a rather general class of random walks S, including linear submartingales with positive drift. The basic assumption on SN is that their conditional increment distribution functions with respect to some filtration PN are bounded from above and below by integrabl