Let be a borelian probability measure on having a moment of order and a drift . Consider the random walk on starting at and defined for any by
Accepté le :
DOI : 10.1051/ps/2017012
Mots-clés : Markov chains, Poisson’s equation, Gordin’s method, renewal theorem, random walk on the half line
@article{PS_2017__21__350_0, author = {Boyer, Jean\ensuremath{-}Baptiste}, title = {On the reflected random walk on $R_{+}$}, journal = {ESAIM: Probability and Statistics}, pages = {350--368}, publisher = {EDP-Sciences}, volume = {21}, year = {2017}, doi = {10.1051/ps/2017012}, mrnumber = {3743918}, zbl = {1393.60046}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps/2017012/} }
Boyer, Jean−Baptiste. On the reflected random walk on $R_{+}$. ESAIM: Probability and Statistics, Tome 21 (2017), pp. 350-368. doi : 10.1051/ps/2017012. http://www.numdam.org/articles/10.1051/ps/2017012/
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