Stationary Random Walks with a Switch

Explore a mathematical seminar presentation that delves into switching random walks - Markov chains whose increment distributions are determined by the current position's sign. Learn about the discovery of invariant measures for switching random walks and their uniqueness properties within locally finite measures, particularly in recurrent cases. Understand the connection between Lebesgue measure stationarity and the stationarity of renewal processes in ascending and descending ladder heights for classical random walks. The 59-minute talk, delivered by Dr. Vladislav Vysotskiy from the University of Sussex as part of the Stochastic Systems for Anomalous Diffusion program, examines these concepts while highlighting their relationship to reflected random walks on the positive half-line.