Multidimensional random walk with reflections

DOI10.1016/J.SPA.2018.03.003zbMATH Open1404.60059arXiv1704.06055OpenAlexW2964310092WikidataQ130093645 ScholiaQ130093645MaRDI QIDQ1756969FDOQ1756969

Authors: Judith Kloas, Wolfgang Woess 

Publication date: 28 December 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: Reflected random walk in higher dimension arises from an ordinary random walk (sum of i.i.d. random variables): whenever one of the reflecting coordinates becomes negative, its sign is changed, and the process continues from that modified position. One-dimensional reflected random walk is quite well understood from work in 7 decades, but the multidimensional model presents several new difficulties. Here we investigate recurrence questions.

Full work available at URL: https://arxiv.org/abs/1704.06055

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zbMATH Keywords

invariant measurerecurrencelocal contractivityreflected random walkstochastic iterated function system

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05)

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