arXiv · 2311.07796
Conditions for recurrence and transience for time-inhomogeneous random walks
Abstract
The present paper extends the earlier results obtained by Abramov [`Conditions for recurrence and transience for time-inhomogeneous birth-and-death processes' \emph{Bull. Aust. Math. Soc.} \textbf{109} (2024), 393--402] for the case of time-inhomogeneous random walks, the increments of which take values in $\mathbb{R}$. By this, we give a full solution of the open problem formulated by Menshikov and Volkov [`Urn-related random walk with drift $\rho x^\alpha/t^\beta$' \emph{Electron. J. Probab.}, \textbf{13} (2008), paper No. 31, 944--960] that was partially solved in the aforementioned paper by Abramov.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
Vyacheslav M. Abramov. 2023-11-13. Conditions for recurrence and transience for time-inhomogeneous random walks. https://arxiv.org/abs/2311.07796
Cite the original work for its findings. Save a collection to share your selection of sources.