{ "id": "1206.6953", "version": "v1", "published": "2012-06-29T06:43:38.000Z", "updated": "2012-06-29T06:43:38.000Z", "title": "Return Probabilities for the Reflected Random Walk on $\\mathbb N_0$", "authors": [ "Rim Essifi", "Marc Peigné" ], "categories": [ "math.PR" ], "abstract": "Let $(Y_n)$ be a sequence of i.i.d. $\\mathbb Z$-valued random variables with law $\\mu$. The reflected random walk $(X_n)$ is defined recursively by $X_0=x \\in \\mathbb N_0, X_{n+1}=|X_n+Y_{n+1}|$. Under mild hypotheses on the law $\\mu$, it is proved that, for any $ y \\in \\mathbb N_0$, as $n \\to +\\infty$, one gets $\\mathbb P_x[X_n=y]\\sim C_{x, y} R^{-n} n^{-3/2}$ when $\\sum_{k\\in \\mathbb Z} k\\mu(k) >0$ and $\\mathbb P_x[X_n=y]\\sim C_{y} n^{-1/2}$ when $\\sum_{k\\in \\mathbb Z} k\\mu(k) =0$, for some constants $R, C_{x, y}$ and $C_y >0$.", "revisions": [ { "version": "v1", "updated": "2012-06-29T06:43:38.000Z" } ], "analyses": { "keywords": [ "reflected random walk", "return probabilities", "valued random variables", "mild hypotheses" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2012arXiv1206.6953E" } } }