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Random Walk Weakly Attracted to a Wall

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Abstract

We consider a random walk X n in ℤ+, starting at X 0=x≥0, with transition probabilities

$$\mathbb{P}(X_{n+1}=X_{n}\pm1|X_{n}=y\ge1)={1\over2}\mp{\delta\over4y+2\delta}$$

and X n+1=1 whenever X n =0. We prove \(\mathbb {E}X_{n}\sim\mathrm{const.}\,n^{1-{\delta \over2}}\) as n ∞ when δ∈(1,2). The proof is based upon the Karlin-McGregor spectral representation, which is made explicit for this random walk.

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Correspondence to François Dunlop.

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De Coninck, J., Dunlop, F. & Huillet, T. Random Walk Weakly Attracted to a Wall. J Stat Phys 133, 271–280 (2008). https://doi.org/10.1007/s10955-008-9609-9

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  • DOI: https://doi.org/10.1007/s10955-008-9609-9

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