On recurrence of reflected random walk on the half-line. With an appendix on results of Martin Benda
classification
🧮 math.PR
keywords
randomprocessrecurrencereflectedwalkappendixbendacriterion
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Let $(Y_n)$ be a sequence of i.i.d. real valued random variables. Reflected random walk $(X_n)$ is defined recursively by $X_0=x \ge 0$, $X_{n+1} = |X_n - Y_{n+1}|$. In this note, we study recurrence of this process, extending a previous criterion. This is obtained by determining an invariant measure of the embedded process of reflections.
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