Return Probabilities for the Reflected Random Walk on $\mathbb N_0$
Probability
2012-07-02 v1
Abstract
Let be a sequence of i.i.d. -valued random variables with law . The reflected random walk is defined recursively by . Under mild hypotheses on the law , it is proved that, for any , as , one gets when and when , for some constants and .
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}
}