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Cutpoints of non-homogeneous random walks

Lo, Chak Hei; Menshikov, Mikhail V.; Wade, Andrew R.

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Authors

Chak Hei Lo



Abstract

We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments satisfying appropriate conditional increment moments conditions. We apply one of these results to deduce that a class of transient zero-drift Markov chains in R d , d ≥ 2, possess infinitely many separating annuli, generalizing previous results on spatially homogeneous random walks.

Citation

Lo, C. H., Menshikov, M. V., & Wade, A. R. (2022). Cutpoints of non-homogeneous random walks. Alea (2006. Online), 19, 493-510. https://doi.org/10.30757/alea.v19-19

Journal Article Type Article
Acceptance Date Nov 18, 2021
Online Publication Date Mar 5, 2022
Publication Date 2022
Deposit Date Aug 9, 2021
Publicly Available Date Nov 22, 2021
Journal ALEA - Latin American Journal of Probability and Mathematical Statistics
Publisher Instituto Nacional de Matemática Pura e Aplicada
Peer Reviewed Peer Reviewed
Volume 19
Pages 493-510
DOI https://doi.org/10.30757/alea.v19-19
Publisher URL https://alea.impa.br/english/index_v19.htm

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