Corpus ID: 5252653

Random Walks and Brownian Motion Lecture 4

@inproceedings{Peled2011RandomWA,
  title={Random Walks and Brownian Motion Lecture 4},
  author={R. Peled},
  year={2011}
}
This lecture deals primarily with recurrence for general random walks. We present several criteria for a random walk to be recurrent, and prove Polya's theorem on recurrence and transience for the simple random walk on Z d 1 Recurrence for general random walks Remember the following result from the previous lecture: Every 1-dimensional random walk S n satisfies exactly one of the following almost surely: (i) S n = 0 for every n. (iv) lim sup S n = ∞ and lim inf S n = −∞. We would like to… Expand

References

One-dimensional random walks. http://galton.uchicago.edu/ lalley/Courses
  • One-dimensional random walks. http://galton.uchicago.edu/ lalley/Courses