On the reflected random walk on R+

DOI10.1051/PS/2017012zbMath1393.60046OpenAlexW2625146849MaRDI QIDQ4578057

Jean-Baptiste Boyer

Publication date: 7 August 2018

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2017012

zbMATH Keywords

Markov chainsPoisson's equationrenewal theoremrandom walk on the half lineGordin's method

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)

Cites Work

• Markov chains and stochastic stability
• Marche aléatoire sur le semi-groupe des contractions de \({\mathbb{R}}^ d\). Cas de la marche aléatoire sur \({\mathbb{R}}_+\) avec choc élastique en zéro. (Random walk on the semigroup of contractions of \({\mathbb{R}}^ d\). Case of the random walk on \({\mathbb{R}}_+\) with elastic bound at zero)
• Ergodic theorems. With a supplement by Antoine Brunel
• A Liapounov bound for solutions of the Poisson equation
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