On the recurrence set of planar Markov Random Walks

2012/03/02 by Loı̈c Hervé, Loïc Hervé, Hervé, Loïc +2
Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics #math.PR

paper · pdf · doi:10.48550/arxiv.1203.0446

arxiv created 2012/03/02 · openalex publication_date 2012/03/02 · arxiv updated 2012/03/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/04

Abstract

In this paper, we investigate the properties of recurrent planar Markov random walks. More precisely, we study the set of recurrent points with the use of local limit theorems. The Nagaev-Guivarc'h spectral method provides several examples for which these local limit theorems are satisfied as soon as the (standard or non-standard) central limit theorem holds.

Citations

• Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps

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