{ "id": "math/0612306", "version": "v1", "published": "2006-12-12T09:42:08.000Z", "updated": "2006-12-12T09:42:08.000Z", "title": "On recurrence of reflected random walk on the half-line. With an appendix on results of Martin Benda", "authors": [ "Marc Peigné", "Wolfgang Woess" ], "categories": [ "math.PR" ], "abstract": "Let $(Y_n)$ be a sequence of i.i.d. real valued random variables. Reflected random walk $(X_n)$ is defined recursively by $X_0=x \\ge 0$, $X_{n+1} = |X_n - Y_{n+1}|$. In this note, we study recurrence of this process, extending a previous criterion. This is obtained by determining an invariant measure of the embedded process of reflections.", "revisions": [ { "version": "v1", "updated": "2006-12-12T09:42:08.000Z" } ], "analyses": { "subjects": [ "60G50", "60J05" ], "keywords": [ "reflected random walk", "martin benda", "real valued random variables", "invariant measure", "study recurrence" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2006math.....12306P" } } }