Exit probability of two-dimensional random walk from the quadrant

DOI10.3792/PJAA.75.39MaRDI QIDQ1302098zbMATH OpenOpenAlexFDO

Authors Michio Shimura

Publication date 3 May 2000

Published in Proceedings of the Japan Academy. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3792/pjaa.75.39

zbMATH Keywords

random walkstationary independent incrementsexit probability of two-dimensional random walk from the quadrant

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Boundary theory for Markov processes (60J50)

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Cites work

• scientific article; zbMATH DE number 3560403 (Why is no real title available?)
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• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• A limit theorem for conditional random walk
• A limit theorem for two-dimensional conditioned random walk
• Exit probability of two-dimensional random walk from the quadrant
• On the First Exit Time from a Semigroup in $R^m$ for a Random Walk
• Simulating level-crossing probabilities by importance sampling
• The Martin Boundary for Random Walk

Cited in

(7)

• Survival time of a heterogeneous random walk in a quadrant
• On the exit time from an orthant for badly oriented random walks
• Hitting distribution to a quadrant of two-dimensional random walk
• Exit probability of two-dimensional random walk from the quadrant
• Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks
• Recurrence of two-dimensional queueing processes, and random walk exit times from the quadrant
• Random walks in the positive quadrant. II. Integral theorem

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