On recurrence of a random walk in the plane
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- by Kai Lai Chung and Torgny Lindvall PDF
- Proc. Amer. Math. Soc. 78 (1980), 285-287 Request permission
Abstract:
The purpose of this note is to establish a sufficient condition for recurrence of a random walk $({S_n})$ in ${R^2}$. It follows from it that if ${S_n}/{n^{1/2}}$ is asymptotically normal then we have recurrence.References
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- Kai Lai Chung, A course in probability theory, 2nd ed., Probability and Mathematical Statistics, Vol. 21, Academic Press [Harcourt Brace Jovanovich, Publishers], New York-London, 1974. MR 0346858
- William Feller, An introduction to probability theory and its applications. Vol. II, John Wiley & Sons, Inc., New York-London-Sydney, 1966. MR 0210154
Additional Information
- © Copyright 1980 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 78 (1980), 285-287
- MSC: Primary 60J15
- DOI: https://doi.org/10.1090/S0002-9939-1980-0550514-6
- MathSciNet review: 550514