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Path Collapse for an Inhomogeneous Random Walk
Authors:Ilie Grigorescu  Min Kang
Institution:(1) Department of Mathematics, University of Miami, Coral Gables, Florida, 33124-4250;(2) Department of Mathematics, Northwestern University, 2033 Sheridan Road, Evanston, Illinois, 60208-2730
Abstract:On an open interval we follow the paths of a Brownian motion which returns to a fixed point as soon as it reaches the boundary and restarts afresh indefinitely. We determine that two paths starting at different points either cannot collapse or they do so almost surely. The problem can be modelled as a spatially inhomogeneous random walk on a group and contrasts sharply with the higher dimensional case in that if two paths may collapse they do so almost surely.
Keywords:Absorbing Brownian motion  inhomogeneous random walks  recurrence
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