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Let a discrete-time chain move up with probability and down with probability away from zero, while at zero it moves up with probability and stays with probability . It is transient for , null recurrent for , and positive recurrent for . In the positive-recurrent case its invariant distribution is
and aperiodicity from the self-loop at zero implies convergence to this distribution.

Ancestors (8)

  1. Biased random walk
  2. Random walk on a graph
  3. Markov chain
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
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