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Recurrence of the twisted planar random walk

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 Added by Ulrich Haboeck
 Publication date 2008
  fields
and research's language is English
 Authors U. Haboeck




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We show that the twisted planar random walk - which results by summing up stationary increments rotated by multiples of a fixed angle - is recurrent under diverse assumptions on the increment process. For example, if the increment process is alpha-mixing and of finite second moment, then the twisted random walk is recurrent for every angle fixed choice of the angle out of a set of full Lebesgue measure, no matter how slow the mixing coefficients decay.



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