Recurrence of the twisted planar random walk
Dynamical Systems
2008-03-06 v1 Probability
Abstract
We show that the "twisted" planar random walk - which results by summing up stationary increments rotated by multiples of a fixed angle - is recurrent under diverse assumptions on the increment process. For example, if the increment process is alpha-mixing and of finite second moment, then the twisted random walk is recurrent for every angle fixed choice of the angle out of a set of full Lebesgue measure, no matter how slow the mixing coefficients decay.
Cite
@article{arxiv.0803.0724,
title = {Recurrence of the twisted planar random walk},
author = {U. Haboeck},
journal= {arXiv preprint arXiv:0803.0724},
year = {2008}
}
Comments
11 pages