Author:
Asymont I. M.,Fayolle G.,Menshikov Μ. V.
Abstract
In this paper we continue the study of the classification problem for random walks in the quarter plane, with zero drifts in the interior of the domain. The necessary and sufficient conditions for these random walks to be ergodic were found earlier in [3]. Here we obtain necessary and sufficient conditions for transience by constructing suitable Lyapounov functions.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability