Conditions for recurrence and transience for time-inhomogeneous random walks
Probability
2024-04-24 v3
Abstract
The present paper extends the earlier results obtained by Abramov [`Conditions for recurrence and transience for time-inhomogeneous birth-and-death processes' \emph{Bull. Aust. Math. Soc.} \textbf{109} (2024), 393--402] for the case of time-inhomogeneous random walks, the increments of which take values in . By this, we give a full solution of the open problem formulated by Menshikov and Volkov [`Urn-related random walk with drift ' \emph{Electron. J. Probab.}, \textbf{13} (2008), paper No. 31, 944--960] that was partially solved in the aforementioned paper by Abramov.
Keywords
Cite
@article{arxiv.2311.07796,
title = {Conditions for recurrence and transience for time-inhomogeneous random walks},
author = {Vyacheslav M. Abramov},
journal= {arXiv preprint arXiv:2311.07796},
year = {2024}
}
Comments
10 pages of one and half spaced, bibl. 15, this substantial revision addresses the comments of the anonymous referee