On the oscillating random walk on Z

par Võ Trần Duy

vendredi 9 déc. 2022, 10:30 → 11:30 Europe/Paris

E2 1180 (Tours)

We will present a new approach for the recurrence properties of oscillating random walks on Z in Kemperman's sense. In the case when the random walk is ascending on Z^- and descending on Z^+, the invariant measure of the embedded process of successive crossing times is explicitly determined which yields to a sufficient condition for recurrence. Finally, we make use of this result to show that the general oscillating random walk is recurrent under some moment assumptions.