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Path Collapse for an Inhomogeneous Random Walk
Journal article   Peer reviewed

Path Collapse for an Inhomogeneous Random Walk

Ilie Grigorescu and Min Kang
Journal of theoretical probability, Vol.16(1), pp.147-159
2003-01

Abstract

recurrence Probability Theory and Stochastic Processes inhomogeneous random walks Mathematics Statistics, general Absorbing Brownian motion
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.

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Collaboration types
Domestic collaboration
Citation topics
9 Mathematics
9.50 Applied Statistics & Probability
9.50.372 Fractional Brownian Motion
Web Of Science research areas
Statistics & Probability
ESI research areas
Mathematics

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