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Recurrence and transience of Rademacher series

Bhattacharya, Satyaki LU and Volkov, Stanislav LU orcid (2023) In Alea (Rio de Janeiro) 20(1). p.33-51
Abstract

We introduce the notion of a-walk S(n) = a1X1 +… + anXn, based on a sequence of positive numbers a = (a1, a2,…) and a Rademacher sequence X1,X2,…. We study recurrence/ transience (properly defined) of such walks for various sequences of a.

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author
and
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
non-homogeneous Markov chains, Rademacher distribution, Recurrence, transience
in
Alea (Rio de Janeiro)
volume
20
issue
1
pages
19 pages
publisher
Instituto Nacional de Matematica Pura e Aplicada
external identifiers
  • scopus:85149705179
ISSN
1980-0436
DOI
10.30757/ALEA.v20-03
language
English
LU publication?
yes
id
21198c24-0365-4fc8-8ff0-680121e99345
date added to LUP
2023-04-03 11:06:45
date last changed
2025-10-14 09:43:40
@article{21198c24-0365-4fc8-8ff0-680121e99345,
  abstract     = {{<p>We introduce the notion of a-walk S(n) = a<sub>1</sub>X<sub>1</sub> +… + a<sub>n</sub>X<sub>n</sub>, based on a sequence of positive numbers a = (a<sub>1</sub>, a<sub>2</sub>,…) and a Rademacher sequence X<sub>1</sub>,X<sub>2</sub>,…. We study recurrence/ transience (properly defined) of such walks for various sequences of a.</p>}},
  author       = {{Bhattacharya, Satyaki and Volkov, Stanislav}},
  issn         = {{1980-0436}},
  keywords     = {{non-homogeneous Markov chains; Rademacher distribution; Recurrence; transience}},
  language     = {{eng}},
  number       = {{1}},
  pages        = {{33--51}},
  publisher    = {{Instituto Nacional de Matematica Pura e Aplicada}},
  series       = {{Alea (Rio de Janeiro)}},
  title        = {{Recurrence and transience of Rademacher series}},
  url          = {{http://dx.doi.org/10.30757/ALEA.v20-03}},
  doi          = {{10.30757/ALEA.v20-03}},
  volume       = {{20}},
  year         = {{2023}},
}