Recurrence properties of Processes with stationary independent increments
- 1 February 1964
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of the Australian Mathematical Society
- Vol. 4 (2) , 223-228
- https://doi.org/10.1017/s1446788700023429
Abstract
Let X1, X2,…Xn, … be independent and identically distributed random variables, and write . In [2] Chung and Fuchs have established necessary and sufficient conditions for the random walk {Zn} to be recurrent, i.e. for Zn to return infinitely often to every neighbourhood of the origin. The object of this paper is to obtain similar results for the corresponding process in continuous time.Keywords
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