On recurrence of the multidimensional Lindley process

DOI10.1214/18-ECP106zbMath1390.60167arXiv1707.01714OpenAlexW2963906496MaRDI QIDQ1748551

Wojciech Cygan, Judith Kloas

Publication date: 11 May 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.01714

zbMATH Keywords

random walkstable processlocal contractivityladder epochLindley process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Stable stochastic processes (60G52)

Related Items

Multidimensional random walk with reflections ⋮ Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A note on summability of ladder heights and the distributions of ladder epochs for random walks
• Marche aléatoire sur le semi-groupe des contractions de \({\mathbb{R}}^ d\). Cas de la marche aléatoire sur \({\mathbb{R}}_+\) avec choc élastique en zéro. (Random walk on the semigroup of contractions of \({\mathbb{R}}^ d\). Case of the random walk on \({\mathbb{R}}_+\) with elastic bound at zero)
• Local probabilities for random walks conditioned to stay positive
• On the exact asymptotic behaviour of the distribution of ladder epochs
• Multidimensional random walk with reflections
• Spitzer's condition and ladder variables in random walks
• Random walks on discrete groups of polynomial volume growth
• Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant
• Limit theorems for random walks
• A discrete renewal theorem with infinite mean
• Some aspects of fluctuations of random walks on R and applications to random walks on R+ with non-elastic reflection at 0
• α-stable random walk has massive thorns
• Stochastic dynamical systems with weak contractivity properties I. Strong and local contractivity
• Stochastic dynamical systems with weak contractivity properties II. Iteration of Lipschitz mappings
• Random Walk: A Modern Introduction
• Iterated Random Functions
• On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
• On the Theory of Queues With Many Servers