SITE-DEPENDENT IRREGULAR RANDOM WALK ON NONNEGATIVE INTEGERS

  • Konsowa, Mokhtar-H. (Mathematics Department, Helwan University) ;
  • Okasha, Hassan-M. (Mathematics Department, Al-Azhar University)
  • Published : 2003.12.01

Abstract

We consider a particle walking on the nonnegative integers and each unit of time it makes, given it is at site k, either a jump of size m distance units to the right with probability $p_{k}$ or it goes back (falls down) to its starting point 0, a retaining barrier, with probability $v_{k}\;=\;1\;-\;p_{k}$. This is a Markov chain on the integers $mZ^{+}$. We show that if $v_{k}$ has a nonzero limit, then the Markov chain is positive recurrent. However, if $v_{k}$ speeds to 0, then we may get transient Markov chain. A critical speeding rate to zero is identified to get transience, null recurrence, and positive recurrence. Another type of random walk on $Z^{+}$ is considered in which a particle moves m distance units to the right or 1 distance unit to left with probabilities $p_{k}\;and\;q_{k}\;=\;1\;-\;p_{k}$, respectively. A necessary condition to having a stationary distribution and positive recurrence is obtained.

Keywords

References

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