Lo, Chak Hei;
Menshikov, Mikhail;
Wade, Andrew R;
(2022)
Cutpoints of non-homogeneous random walks.
ALEA: Latin American Journal of Probability and Mathematical Statistics
, 19
(1)
pp. 493-510.
10.30757/ALEA.v19-19.
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Abstract
We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments satisfying appropriate conditional increment moments conditions. We apply one of these results to deduce that a class of transient zero-drift Markov chains in (Formula presented), d > 2, possess infinitely many separating annuli, generalizing previous results on spatially homogeneous random walks.
| Type: | Article |
|---|---|
| Title: | Cutpoints of non-homogeneous random walks |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.30757/ALEA.v19-19 |
| Publisher version: | https://doi.org/10.30757/ALEA.v19-19 |
| Language: | English |
| Additional information: | This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery-pp.ucl.ac.uk/id/eprint/10183767 |
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