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A note on left-continuous random walks

Published online by Cambridge University Press:  14 July 2016

Gérard Letac,
Pierre Mazet and
Gérard Schiffmann
Gérard Letac
Affiliation:
Université Paul Sabatier, Toulouse
Pierre Mazet
Affiliation:
Université de Paris VI
Gérard Schiffmann
Affiliation:
Université Louis-Pasteur, Strasbourg
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Abstract

Let ℒ be the set of probability measures concentrated on { − 1, 0, 1, 2, …}. Then, if μ 0 is in ℒ, there exists at most one μ 1 in ℒ, with μ0≠ μ 1, such that for all n = 1, 2, ….

Keywords

RANDOM WALKSRENEWAL SEQUENCES

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 13 , Issue 4 , December 1976, pp. 814 - 817
Copyright
Copyright © Applied Probability Trust 1976 

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References

[1] Feller, W. (1967), (1970) An Introduction to Probability Theory and its Applications Vol. 1 3rd edn., Vol.2 2nd edn. Wiley, New York.Google Scholar
[2] Letac, G. (1970) Problèmes de Probabilité, Problème No. 68. Presses Universitaires de France, Paris.Google Scholar
[3] Spitzer, F. (1964) Principles of Random Walk. Van Nostrand, Princeton, N.J.Google Scholar