Multidimensional random walk with reflections |
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Authors: | Judith Kloas Wolfgang Woess |
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Institution: | Institut für Diskrete Mathematik, Technische Universität Graz, Steyrergasse 30, A-8010 Graz, Austria |
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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. |
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Keywords: | 60G50 60J05 Reflected random walk Recurrence Invariant measure Local contractivity Stochastic iterated function system |
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