Chak Hei Lo
Cutpoints of non-homogeneous random walks
Lo, Chak Hei; Menshikov, Mikhail V.; Wade, Andrew R.
Authors
Professor Mikhail Menshikov mikhail.menshikov@durham.ac.uk
Professor
Professor Andrew Wade andrew.wade@durham.ac.uk
Professor
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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Accepted Journal Article
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