Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

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.

Please use this url to cite or link to this publication:
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 (I M P A)
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
2023-04-03 11:06:45
@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 (I M P A)}},
  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}},
}