On the cut times of reflected random walks. (Sur les temps de coupure des marches aléatoires réfléchies.)(French)Zbl 0913.60051

Azéma, Jacques (ed.) et al., Séminaire de probabilités XXXII. Berlin: Springer. Lect. Notes Math. 1686, 426-429 (1998).
G. F. Lawler has shown [Electron. J. Probab. 1, Paper 13 (1996; Zbl 0888.60059)] that, almost sure (a.s.), for the case of simple random walks, there are not any cut times in dimension $$d\leq 4$$, while there are a.s. infinitely many cut times in dimension $$d\geq 5$$. Following this result, the present note proves a similar one: the paths of bilateral reflected simple random walks in dimension $$n\geq 5$$ have a.s. infinitely many cut times.
For the entire collection see [Zbl 0893.00035].
Reviewer: N.Curteanu (Iaşi)

MSC:

 60G50 Sums of independent random variables; random walks

Zbl 0888.60059
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