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.
Fields of Expertise
- Information, Communication & Computing
Treatment code (Nähere Zuordnung)
- Basic - Fundamental (Grundlagenforschung)