Wiener's test for random walks with mean zero and finite variance
成果类型:
Article
署名作者:
Uchiyama, K
署名单位:
Institute of Science Tokyo; Tokyo Institute of Technology
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
发表日期:
1998
页码:
368-376
关键词:
摘要:
It is shown that an infinite subset of Z(N) is either recurrent for each aperiodic N-dimensional random walk with mean zero and finite variance, or transient for each of such random walks. This is an exact extension of the result by Spitzer in three dimensions to that in the dimensions N greater than or equal to 4.