On the exit time from a cone for random walks with drift

DOI10.4171/RMI/893zbMath1346.60060arXiv1306.6761OpenAlexW3100283379MaRDI QIDQ726767

Rodolphe Garbit, Kilian Raschel

Publication date: 14 July 2016

Published in: Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.6761

zbMATH Keywords

Laplace transformconerandom walksfirst exit timelattice path enumeration

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Asymptotic enumeration (05A16) Limit theorems in probability theory (60F99)

Related Items

Weighted lattice walks and universality classes, A combinatorial understanding of lattice path asymptotics, Ranking-based rich-get-richer processes, Unnamed Item, On the exit time from an orthant for badly oriented random walks, Continued Classification of 3D Lattice Walks in the Positive Octant, Counting walks with large steps in an orthant, 3D positive lattice walks and spherical triangles, Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant, Higher Dimensional Lattice Walks: Connecting Combinatorial and Analytic Behavior, Lévy subordinators in cones of fuzzy sets

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the exit time from a cone for Brownian motion with drift
• Littelmann paths and Brownian paths
• The exact asymptotic of the collision time tail distribution for independent Brownian particles with different drifts
• Conditional limit theorems for ordered random walks
• Ordered random walks
• Exit times from cones in \({\mathbb{R}}^ n\) of Brownian motion
• On the asymptotic behaviour of first passage times for transient random walk
• Brownian motion in cones
• Quantum random walk on the dual of SU\((n)\)
• Random walks in cones
• A combinatorial understanding of lattice path asymptotics
• Random walks in cones: the case of nonzero drift
• Exit time of a centered random walk from a cone
• Exit problems associated with finite reflection groups
• Some exact asymptotics in the counting of walks in the quarter-plane
• Walks with small steps in the quarter plane
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Random walks with negative drift conditioned to stay positive
• Convex Analysis