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Multidimensional random walk with reflections
Authors:Judith Kloas  Wolfgang Woess
Institution:Institut für Diskrete Mathematik, Technische Universität Graz, Steyrergasse 30, A-8010 Graz, Austria
Abstract:Reflected random walk in higher dimension arises from an ordinary random walk (sum of i.i.d. random variables): whenever one of the reflecting coordinates becomes negative, its sign is changed, and the process continues from that modified position. One-dimensional reflected random walk is quite well understood from work in 7 decades, but the multidimensional model presents several new difficulties. Here we investigate recurrence questions.
Keywords:60G50  60J05  Reflected random walk  Recurrence  Invariant measure  Local contractivity  Stochastic iterated function system
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