English

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 R\mathbb{R}. By this, we give a full solution of the open problem formulated by Menshikov and Volkov [`Urn-related random walk with drift ρxα/tβ\rho x^\alpha/t^\beta' \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