English

Return Probabilities for the Reflected Random Walk on $\mathbb N_0$

Probability 2012-07-02 v1

Abstract

Let (Yn)(Y_n) be a sequence of i.i.d. Z\mathbb Z-valued random variables with law μ\mu. The reflected random walk (Xn)(X_n) is defined recursively by X0=xN0,Xn+1=Xn+Yn+1X_0=x \in \mathbb N_0, X_{n+1}=|X_n+Y_{n+1}|. Under mild hypotheses on the law μ\mu, it is proved that, for any yN0 y \in \mathbb N_0, as n+n \to +\infty, one gets Px[Xn=y]Cx,yRnn3/2\mathbb P_x[X_n=y]\sim C_{x, y} R^{-n} n^{-3/2} when kZkμ(k)>0\sum_{k\in \mathbb Z} k\mu(k) >0 and Px[Xn=y]Cyn1/2\mathbb P_x[X_n=y]\sim C_{y} n^{-1/2} when kZkμ(k)=0\sum_{k\in \mathbb Z} k\mu(k) =0, for some constants R,Cx,yR, C_{x, y} and Cy>0C_y >0.

Keywords

Cite

@article{arxiv.1206.6953,
  title  = {Return Probabilities for the Reflected Random Walk on $\mathbb N_0$},
  author = {Rim Essifi and Marc Peigné},
  journal= {arXiv preprint arXiv:1206.6953},
  year   = {2012}
}
R2 v1 2026-06-21T21:27:59.224Z