Non-homogeneous random walks on a semi-infinite strip

DOI10.1016/j.spa.2014.05.005zbMath1337.60172arXiv1402.2558OpenAlexW2002111879MaRDI QIDQ740664

Nicholas Georgiou, Andrew R. Wade

Publication date: 4 September 2014

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

Full work available at URL: https://arxiv.org/abs/1402.2558

zbMATH Keywords

Markov chainsweak limit theoremnon-homogeneous random walksrecurrence classificationLamperti's problemmodulated queues

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Queueing theory (aspects of probability theory) (60K25) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15)

Related Items (5)

Extreme value statistics of positive recurrent centrally biased random walks ⋮ Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations ⋮ Strong transience for one-dimensional Markov chains with asymptotically zero drifts ⋮ Stochastic billiards with Markovian reflections in generalized parabolic domains ⋮ Conservative random walk

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