Random walks in a quarter plane with zero drifts. I: Ergodicity and null recurrence

MaRDI QIDQ1190308zbMATH OpenFDO

Authors Guy Fayolle, V. A. Malyshev, Mikhail V. Menshikov

Publication date 27 September 1992

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1992__28_2_179_0, https://eudml.org/doc/77429

zbMATH Keywords

criterion for null recurrenceLyapunov functionsproblem of non ergodicityrandom walks

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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