Path Collapse for an Inhomogeneous Random Walk

Ilie Grigorescu () and Min Kang ()
Additional contact information
Ilie Grigorescu: University of Miami
Min Kang: Northwestern University

Journal of Theoretical Probability, 2003, vol. 16, issue 1, 147-159

Abstract: Abstract On an open interval we follow the paths of a Brownian motion which returns to a fixed point as soon as it reaches the boundary and restarts afresh indefinitely. We determine that two paths starting at different points either cannot collapse or they do so almost surely. The problem can be modelled as a spatially inhomogeneous random walk on a group and contrasts sharply with the higher dimensional case in that if two paths may collapse they do so almost surely.

Keywords: Absorbing Brownian motion; inhomogeneous random walks; recurrence (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1023/A:1022282505543 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:16:y:2003:i:1:d:10.1023_a:1022282505543

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1023/A:1022282505543

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().