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arXiv 2403.04620math.PR
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平稳切换随机游走

Stationary switching random walks

Vladislav Vysotsky

AI总结:

本文研究切换随机游走,识别其不变测度及唯一性,证明拓扑常返与不可约性,并联系更新论平稳分布与 Lebesgue 测度平稳性。

摘要:

切换随机游走通常被误称为“振荡随机游走”,是一种实值马尔可夫链,其增量分布由当前位置的符号决定。我们明确给出该链的一个不变测度,并在局部有限不变测度类别中研究其在相差常数因子意义下的唯一性。接着,我们给出切换随机游走拓扑常返的充分条件,并证明其在适当选取的状态空间上具有拓扑不可约性。作为我们方法的结果,我们建立了更新论经典平稳分布与随机游走 Lebesgue 测度平稳性之间的新联系。我们还给出了关于反射随机游走以及带休假 GI/G/1 队列等待时间的进一步应用。

英文摘要:

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant measure of this chain and study its uniqueness, up to a constant factor, within the class of locally finite invariant measures. Next we provide sufficient conditions for the topological recurrence of the switching random walk, and prove its topological irreducibility on a suitably chosen state space. As a consequence of our approach, we establish a new connection between the classical stationary distributions of the renewal theory and stationarity of the Lebesgue measure for random walks. We give further applications concerning reflected random walks and the waiting times in GI/G/1 queues with vacation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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