The potential function and ladder heights of a recurrent random walk on $\mathbb {Z}$ with infinite variance
Sign Up to like & getrecommendations! Published in 2020 at "Electronic Journal of Probability"
DOI: 10.1214/20-ejp553
Abstract: We consider a recurrent random walk of i.i.d. increments on the one-dimensional integer lattice and obtain a formula relating the hitting distribution of a half-line with the potential function, $a(x)$, of the random walk. Applying… read more here.
Keywords: function ladder; potential function; recurrent random; random walk ... See more keywords