Recurrence of absolute-difference chains (Q1103974)
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scientific article; zbMATH DE number 4054747
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| English | Recurrence of absolute-difference chains |
scientific article; zbMATH DE number 4054747 |
Statements
Recurrence of absolute-difference chains (English)
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1987
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Let \(Y_ 1\), \(Y_ 2\),... be a series of i.i.d. random variables with distribution Q. The absolute-difference Markov chain \(X_ 1\), \(X_ 2\),... defined as \(X_{n+1}=| X_ n-Y_{n+1}|\) is shown to be dissipative provided E \(Y^{1/2}<\infty\) even if Q is a non-arithmetic distribution and E \(Y_ 1=\infty\).
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ergodic theory
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absolute-difference Markov chain
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dissipative
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0.7330063581466675
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0.7323874235153198
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0.7049756050109863
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