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arXiv · 1704.06055

Multidimensional random walk with reflections

Judith Kloas·Wolfgang Woess
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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.

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Judith Kloas, Wolfgang Woess. 2017-04-20. Multidimensional random walk with reflections. https://arxiv.org/abs/1704.06055

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