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 ( Downloads) |
Book Synopsis Random Walks in a Quarter Plane with Zero Drifts. I: Ergodicity and Null Recurrence by : Institut National de Recherche en Informatique et en Automatique
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."
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