Recurrence properties of Processes with stationary independent increments
Recurrence properties of Processes with stationary independent increments
Let X 1 , X 2 ,…X n , … be independent and identically distributed random variables, and write . In [2] Chung and Fuchs have established necessary and sufficient conditions for the random walk {Z n } to be recurrent , i.e. for Z n to return infinitely often …