Path Collapse for an Inhomogeneous Random Walk

Journal of Theoretical Probability

Volumn 16, Issue 1, 2003, Pages 147-159

  Grigorescu, Ilie ^a   Kang, Min ^b  

^a University of Miami   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Absorbing Brownian motion; Inhomogeneous random walks; Recurrence

Indexed keywords

EID: 0037276167     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022282505543     Document Type: Article

References (5)

1. Böhm, W. (2000). The correlated random walk with boundaries: a combinatorial solution. J. Appl. Probab. 37(2), 470-479.
2. Grigorescu, I., and Kang, M. (2002). Brownian motion on the figure eight. J. Theoret. Probab. 15(3), 817-844.
3. Grigorescu, I., and Kang, M. (2001). Path Collapse for Multidimensional Brownian Motion with Rebirth, preprint.
4. Karatzas, I., and Shreve, S. (1991). Brownian Motion and Stochastic Calculus, 2nd edn., Springer.
5. Munkres, James R. (1975). Topology: A First Course, Prentice-Hall, Inc., Englewood Cliffs, N.J.