Non-homogeneous random walks on a semi-infinite strip
(2014)
Journal Article
Georgiou, N., & Wade, A. R. (2014). Non-homogeneous random walks on a semi-infinite strip. Stochastic Processes and their Applications, 124(10), 3179-3205. https://doi.org/10.1016/j.spa.2014.05.005
We study the asymptotic behaviour of Markov chains (Xn,ηn) on Z+×S, where Z+ is the non-negative integers and S is a finite set. Neither coordinate is assumed to be Markov. We assume a moments bound on the jumps of Xn, and that, roughly speaking, ηn... Read More about Non-homogeneous random walks on a semi-infinite strip.