On recurrence of reflected random walk on the half-line. With an appendix on results of Martin Benda

Abstract

Let $(Y_n)$ be a sequence of i.i.d. real valued random variables. Reflected random walk $(X_n)$ is defined recursively by $X_0=x\ge 0$, $X_{n+1}=|X_n-Y_{n+1}|$. In this note, we study recurrence of this process, extending a previous criterion. This is obtained by determining an invariant measure of the embedded process of reflections.