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A note on the recurrence of a correlated random walk

Published online by Cambridge University Press:  14 July 2016

Robin Henderson ,
Eric Renshaw  and
David Ford
Robin Henderson*
Affiliation:
British Nuclear Fuels Ltd
Eric Renshaw*
Affiliation:
University of Edinburgh
David Ford*
Affiliation:
Institute of Terrestrial Ecology
*
∗ Postal address: British Nuclear Fuels Ltd., Sellafield Works, Seascale, Cumbria CA20 1PG, U.K.
∗∗ Postal address: Department of Statistics, University of Edinburgh, James Clerk Maxwell Building, King's Buildings, Mayfield Rd, Edinburgh EH9 3JZ, U.K.
∗∗∗ Postal address: Institute of Terrestrial Ecology, Bush Estate, Penicuik, Midlothian, EH26 0QB, U.K.
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Abstract

A non-analytical proof of recurrence is obtained via an embedding procedure for a two-dimensional correlated lattice random walk.

Keywords

LATTICE
Type
Short Communications
Information
Journal of Applied Probability , Volume 20 , Issue 3 , September 1983 , pp. 696 - 699
Copyright
Copyright © Applied Probability Trust 1983 

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References

Henderson, R. (1981) The Structural Root Systems of Sitka Spruce and Related Stochastic Processes. , University of Edinburgh.Google Scholar
Holgate, P. (1966) Recurrence of sums of multiple Markov sequences. Israel J. Math. 4, 208–212.Google Scholar
Spitzer, F. (1964) Principles of Random Walk. Van Nostrand, Princeton.Google Scholar