In particular, Polyas theorem says that in 2 or 1 dimension the symmetric random walk is recurrent so that it has probability 1 of returning to zero. Yet, I have read that random walks are known as non-stationary processes, and are said to be 'non-mean reverting'. How do these concepts reconcile?
2025-01-13 02:23:42.1736735022
How does one reconcile the fact that a random walk is non-mean reverting with Polyas recurrence theorem?
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