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

zbMath0747.60064MaRDI QIDQ1190308

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

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

zbMATH Keywords

random walksLyapunov functionscriterion for null recurrenceproblem of non ergodicity

Mathematics Subject Classification ID

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

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