arXiv:2003.01684 [math.PR]AbstractReferencesReviewsResources
Cutpoints of non-homogeneous random walks
Chak Hei Lo, Mikhail V. Menshikov, Andrew R. Wade
Published 2020-03-03Version 1
We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments satisfying appropriate conditional increment moments conditions. We apply one of these results to deduce that a class of transient zero-drift Markov chains in $\mathbb{R}^d$, $d \geq 2$, possess infinitely many separating annuli, generalizing previous results on spatially homogeneous random walks.
Comments: 20 pages
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:1402.2558 [math.PR] (Published 2014-02-11)
Non-homogeneous random walks on a semi-infinite strip
Non-homogeneous random walks with non-integrable increments and heavy-tailed random walks on strips
arXiv:1512.04242 [math.PR] (Published 2015-12-14)
Non-homogeneous random walks on a half strip with generalized Lamperti drifts