Recurrence and transience for random walks with stationary increments |
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| Authors: | Henry Berbee |
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| Institution: | (1) v.d. Endelaau 65, Hillegom, The Netherlands;(2) Dept. of Mathematics, Free University, Box 7161, 1007 MC Amsterdam, The Netherlands |
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| Abstract: | Summary Let S
n
=
1+...+
n
, n 1, be the partial sums of stationary, dependent random variables in 
m
. The probability space can be partitioned into I
t
 I
r
, where I
t
= { S
n  } and I
r
={each S
n
is limit point of (S
n)n1}. This result follows from the inclusion{S
n
> for n>0} I
t
a.s., which is obtained by using Kac's inequality. |
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| Keywords: | |
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