Random Walks in a Quarter Plane with Zero Drifts. I: Ergodicity and Null Recurrence
Author | : Institut National de Recherche en Informatique et en Automatique |
Publisher | : |
Total Pages | : 21 |
Release | : 1990 |
ISBN-10 | : OCLC:24899136 |
ISBN-13 | : |
Rating | : 4/5 (36 Downloads) |
Download or read book Random Walks in a Quarter Plane with Zero Drifts. I: Ergodicity and Null Recurrence written by Institut National de Recherche en Informatique et en Automatique and published by . This book was released on 1990 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: "In this paper, we solve the problem of non ergodicity [sic] and null recurrence for random walks in the quarter plane with zero drifts in the interior of the domain. A general criterion for null recurrence is given and then used to construct sub and supermartingales by means of Lyapounov functions, which are here functionals of quadratic forms."