Level crossing probabilities. II: Polygonal recurrence of multidimensional random walks (Q861050)

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    Level crossing probabilities. II: Polygonal recurrence of multidimensional random walks
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      Level crossing probabilities. II: Polygonal recurrence of multidimensional random walks (English)
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      9 January 2007
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      [For part I see ibid., 672--679 (2007; Zbl 1108.60037).] Let \(\{ S_n\}\) be a random walk in \(Z^d\) or \(R^d\). We call it polygonally recurrent (resp. transient) if there is a bounded set \(B\) (resp. there is no bounded set) such that a.s. there are infinitely many \(n\) with straight line between \(S_n\), \(S_{n+1}\) hitting \(B\). The authors show that a three-dimensional random walk whose three components are independent is polygonally transient. Also for any dimension \(d\geq 3\) the \(d\)-dimensional directionally reinforced random walks are always polygonally transient. An example is constructed for a transient but polygonally recurrent random walk with independent components on \(Z^2\).
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      multivariate random walk
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