Explicit stationary distribution of the $(L,1)$-reflecting random walk on the half line

Wenming Hong; Ke Zhou; Yiqiang Q. Zhao

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arXiv · 1211.7181

Explicit stationary distribution of the $(L,1)$-reflecting random walk on the half line

Wenming Hong·Ke Zhou·Yiqiang Q. Zhao

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Abstract

In this paper, we consider the $(L,1)$ state-dependent reflecting random walk (RW) on the half line, which is a RW allowing jumps to the left at a maxial size $L$. For this model, we provide an explicit criterion for (positive) recurrence and an explicit expression for the stationary distribution.As an application, we prove the geometric tail asymptotic behavior of the stationary distribution under certain conditions. The main tool employed in the paper is the intrinsic branching structure within the $(L,1)$-random walk.

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Wenming Hong, Ke Zhou, Yiqiang Q. Zhao. 2012-11-30. Explicit stationary distribution of the $(L,1)$-reflecting random walk on the half line. https://arxiv.org/abs/1211.7181

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