On representations and simulation of conditioned random walks on integer lattices

DOI10.33048/SEMI.2021.18.116MaRDI QIDQ2145050zbMATH OpenOpenAlexFDO

Authors A. I. Sakhanenko, Sergey Foss

Publication date 17 June 2022

Published in Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL https://doi.org/10.33048/semi.2021.18.116

zbMATH Keywords

accompanying processbounded local timesconditioned random walkpotential regenerationregenerative sequenceseparating levelsskip-free distributions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)

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Cites work

• An integral test for the transience of a Brownian path with limited local time
• Conditioned limit theorems relating a random walk to its associate, with applications to risk reserve processes and the GI/G/1 queue
• Criticality for branching processes in random environment
• Entropic repulsion and the maximum of the two-dimensional harmonic crystal.
• Galton-Watson trees with vanishing martingale limit
• Limit theorems for a random directed slab graph
• On a structure of a conditioned random walk on the integers with bounded local times
• On conditioning a random walk to stay nonnegative
• Random paths with bounded local time
• Structural properties of conditioned random walks on integer lattices with random local constraints
• Time reversal of random walks in one dimension
• Transience and recurrence of a Brownian path with limited local time
• Transience and recurrence of Markov processes with constrained local time

Cited in

(5)

• On a structure of a conditioned random walk on the integers with bounded local times
• Structural properties of conditioned random walks on integer lattices with random local constraints
• Conditioned one-way simple random walk and combinatorial representation theory
• A relatively quick way to simulate local random processes on a lattice
• A lattice-model representation of continuous-time random walks

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