Paper detail

Reflecting random walks in curvilinear wedges

We study a random walk (Markov chain) in an unbounded planar domain whose boundary is described by two curves of the form $x_2 = a^+ x_1^{β^+}$ and $x_2 = -a^- x_1^{β^-}$, with $x_1 \geq 0$. In the interior of the domain, the random walk has zero drift and a given increment covariance matrix. From the vicinity of the upper and lower sections of the boundary, the walk drifts back into the interior at a given angle $α^+$ or $α^-$ to the relevant inwards-pointing normal vector. Here we focus on the case where $α^+$ and $α^-$ are equal but opposite, which includes the case of normal reflection. For $0 \leq β^+, β^- < 1$, we identify the phase transition between recurrence and transience, depending on the model parameters, and quantify recurrence via moments of passage times.