Multidimensional random walk with reflections
Probability
2017-04-21 v1
Abstract
Reflected random walk in higher dimension arises from an ordinary random walk (sum of i.i.d. random variables): whenever one of the reflecting coordinates becomes negative, its sign is changed, and the process continues from that modified position. One-dimensional reflected random walk is quite well understood from work in 7 decades, but the multidimensional model presents several new difficulties. Here we investigate recurrence questions.
Cite
@article{arxiv.1704.06055,
title = {Multidimensional random walk with reflections},
author = {Judith Kloas and Wolfgang Woess},
journal= {arXiv preprint arXiv:1704.06055},
year = {2017}
}