Recurrency of an Oscillating Random Walk

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Previous article Next article Recurrency of an Oscillating Random WalkB. A. Rogozin and S. G. FossB. A. Rogozin and S. G. Fosshttps://doi.org/10.1137/1123015PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] J. H. B. Kemperman, The oscillating random walk, Stochastic Processes Appl., 2 (1974), 1–29 10.1016/0304-4149(74)90010-6 MR0362500 0326.60081 CrossrefGoogle Scholar[2] E. A. Pecherskii and , B. A. Rogozin, On joint distributions of random variables associated with fluctuations of a process with independent increments, Theory Prob. Applications, 14 (1969), 410–423 10.1137/1114054 LinkGoogle Scholar[3] B. A. Rogozin, On the distribution of the first jump, Theory Prob. Applications, 9 (1969), 450–465 10.1137/1109060 LinkGoogle Scholar[4] B. A. Rogozin, The distribution of the first ladder moment and height and fluctuation of a random walk, Theory Prob. Applications, 16 (1971), 575–595 10.1137/1116067 0269.60053 LinkGoogle Scholar[5] I. A. Ibragimov and , Yu. V. Linnik, Independent and stationary sequences of random variables, Wolters-Noordhoff Publishing, Groningen, 1971, 443– MR0322926 0219.60027 Google Scholar[6] B. A. Rogozin, Relatively stable walks, Theory Prob. Applications, 21 (1976), 375–379 10.1137/1121041 0381.60043 LinkGoogle Scholar[7] William Feller, An introduction to probability theory and its applications. Vol. II, Second edition, John Wiley & Sons Inc., New York, 1971xxiv+669 MR0270403 0219.60003 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Markov chains with heavy-tailed increments and asymptotically zero driftElectronic Journal of Probability, Vol. 24, No. none Cross Ref Anomalous recurrence properties of many-dimensional zero-drift random walks25 July 2016 | Advances in Applied Probability, Vol. 48, No. A Cross Ref Recurrence and transience property for a class of Markov chainsBernoulli, Vol. 19, No. 5B Cross Ref Series of tail distributions of finitely inhomogeneous random walksJournal of Mathematical Analysis and Applications, Vol. 369, No. 1 Cross Ref On oscillating random walksSiberian Mathematical Journal, Vol. 37, No. 4 Cross Ref Oscillating random walk with a moving boundaryIsrael Journal of Mathematics, Vol. 88, No. 1-3 Cross Ref Making Money From Fair Games Cross Ref Summary of Reports Presented at Sessions of the Seminar on Probability Theory and Mathematical Statistics at the Mathematical Institute of the Siberian Section of the USSR Academy of Sciences ,197928 July 2006 | Theory of Probability & Its Applications, Vol. 25, No. 3AbstractPDF (768 KB) Volume 23, Issue 1| 1978Theory of Probability & Its Applications History Submitted:09 June 1976Published online:17 July 2006 InformationCopyright © 1978 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1123015Article page range:pp. 155-162ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics