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Cutpoints of non-homogeneous random walks

Lo, Chak Hei and Menshikov, Mikhail V. and Wade, Andrew R. (2022) 'Cutpoints of non-homogeneous random walks.', ALEA - Latin American Journal of Probability and Mathematical Statistics, 19 . pp. 493-510.

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.

Item Type:Article
Full text:(AM) Accepted Manuscript
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Status:Peer-reviewed
Publisher Web site:https://alea.impa.br/english/index_v19.htm
Date accepted:18 November 2021
Date deposited:22 November 2021
Date of first online publication:05 March 2022
Date first made open access:22 November 2021

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