On the Recurrence Set of Planar Markov Random Walks

Loïc Hervé () and Françoise Pène ()
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Loïc Hervé: Université Européenne de Bretagne
Françoise Pène: Université de Brest

Journal of Theoretical Probability, 2013, vol. 26, issue 1, 169-197

Abstract: Abstract In this paper, we investigate properties of recurrent planar Markov random walks. More precisely, we study the set of recurrence points with the use of local limit theorems. The Nagaev–Guivarc’h spectral method provides several examples for which these local limit theorems are satisfied as soon as some (standard or non-standard) central limit theorem and some non-sublattice assumption hold.

Keywords: Recurrence; Markov chain; Spectral method; 60F05 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10959-012-0414-7

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