Multidimensional random walk with reflections

Judith Kloas, Wolfgang Woess

Research output: Contribution to journalArticle

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.
Original languageEnglish
Pages (from-to)336-354
JournalStochastic processes and their applications
Volume129
Issue number1
DOIs
Publication statusPublished - 2019

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

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