Cutpoints of non-homogeneous random walks

zbMath1497.60095arXiv2003.01684MaRDI QIDQ5093978

Chak Hei Lo, Andrew R. Wade, Mikhail V. Menshikov

Publication date: 2 August 2022

Full work available at URL: https://arxiv.org/abs/2003.01684

zbMATH Keywords

Lamperti's problemnon-homogeneous random walkcutpointscut timeselliptical random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

Strong transience for one-dimensional Markov chains with asymptotically zero drifts ⋮ Most transient random walks have infinitely many cut times ⋮ Unnamed Item

Cites Work

• The Borel-Cantelli lemma
• Cutpoints and resistance of random walk paths
• Criteria for the recurrence or transience of stochastic process. I
• On the number of cutpoints of the transient nearest neighbor random walk on the line
• Cut times for simple random walk
• Criteria for stochastic processes. II: Passage-time moments
• Non-homogeneous Random Walks
• Some intersection properties of random walk paths
• A transient Markov chain with finitely many cutpoints
• Cutpoints and Exchangeable Events for Random Walks
• Anomalous recurrence properties of many-dimensional zero-drift random walks
• On the number of points skipped by a transient (1,2) random walk on the line
• Probability
• A note on the Borel-Cantelli lemma
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