Recurrence of absolute-difference chains

DOI10.1007/BF01240461MaRDI QIDQ1103974zbMATH OpenOpenAlexFDO

Authors S. N. Smirnov

Publication date 1987

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01240461

zbMATH Keywords

absolute-difference Markov chaindissipativeergodic theory

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

Let \(Y_ 1\), \(Y_ 2\),... be a series of i.i.d. random variables with distribution Q. The absolute-difference Markov chain \(X_ 1\), \(X_ 2\),... defined as \(X_{n+1}=| X_ n-Y_{n+1}|\) is shown to be dissipative provided E \(Y^{1/2}<\infty\) even if Q is a non-arithmetic distribution and E \(Y_ 1=\infty\).

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Cites work

• scientific article; zbMATH DE number 3462924 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• On the absolute difference chains

Cited in

(3)

• Irreducibility results and conservativity of the absolute difference chain
• CHARACTERIZATIONS ON CHAIN RECURRENCES
• scientific article; zbMATH DE number 3928036 (Why is no real title available?)

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