Recurrence theorems for Markov random walks

MaRDI QIDQ2772069zbMATH OpenFDO

Authors Gerold Alsmeyer

Publication date 18 February 2002

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

Markov random walkrandom walk with stationary incrementsrecurrence point

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Renewal theory (60K05) Markov renewal processes, semi-Markov processes (60K15)

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Cited in

(14)

• Growth and recurrence of stationary random walks
• Fluctuation theory for Markov random walks
• Recurrence of multidimensional persistent random walks. Fourier and series criteria
• On recurrence
• scientific article; zbMATH DE number 3896036 (Why is no real title available?)
• Markov random walks on groups.
• scientific article; zbMATH DE number 3965131 (Why is no real title available?)
• Ladder epochs and ladder chain of a Markov random walk with discrete driving chain
• Recurrence of cocycles and stationary random walks
• On null-homology and stationary sequences
• Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain
• Stochastic billiards with Markovian reflections in generalized parabolic domains
• Ergodic behavior of products of random positive operators
• On the recurrence set of planar Markov random walks

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