Light-tailed behavior of stationary distribution for state-dependent random walks on a strip
Light-tailed behavior of stationary distribution for state-dependent random walks on a strip作者机构：School of Mathematical Sciences & Laboratory of Mathematics and Complex Systems Beijing Normal University Beijing 100875 China School of Statistics and Mathematics Central University of Finance and EconomicsBeijing 100081 China School of Mathematics and Statistics Carleton University Ottawa Ont K1S 5B6 Canada
出 版 物：《Frontiers of Mathematics in China》 (中国高等学校学术文摘·数学（英文）)
年 卷 期：2014年第9卷第4期
页 面：813-834页
核心收录：
学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0905[农学-畜牧学] 09[农学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金：Acknowledgements The authors would like to thank Drs. Hongyan Sun and Ke Zhou for their stimulating discussion. Also they would like to express their gratitude to the referees for their careful reading of the first version of paper and useful suggestions for revising the paper. This work was partially supported by the National Natural Science Foundation of China (Grant No. 11131003) the 985 Project and the Natural Sciences and Engineering Research Council of Canada (Grant No. 315660)
主 题：Random walk on a strip stationary distribution light-tailedbehavior branching process recurrence state-dependent
摘 要：We consider the state-dependent reflecting random walk on a half- strip. We provide explicit criteria for （positive） recurrence, and an explicit expression for the stationary distribution. As a consequence, the light-tailed behavior of the stationary distribution is proved under appropriate conditions. The key idea of the method employed here is the decomposition of the trajectory of the random walk and the main tool is the intrinsic branching structure buried in the random walk on a strip, which is different from the matrix-analytic method.
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