Random walks with killing

DOI10.1007/BF00318907MaRDI QIDQ1102040zbMATH OpenFDO

Authors Neal Madras

Publication date 1989

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00318907

zbMATH Keywords

Harris recurrencepotential-theoretic characterizationstransition probability kernel

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Review text

Let P(x,dy) be the transition probability kernel of a random walk on \(R^ n\). Let \(k:R^ n\to [0,1]\) be a given function. Suppose that the random walk is ``killed according to k: if it is at position x, then it jumps to a special state (the cemetery) with probability k(x); otherwise, it executes a usual random walk step (with law given by P). We say that the killed process is ``long-lived if: (a) P is transient, and there is a non-zero probability of never jumping to the cemetery; or if (b) P is recurrent, and the process started ``from infinity has a chance to get close to the origin before being killed. This paper develops potential-theoretic characterizations of those functions k which permit long-lived behavior.

Recommendations

• One dimensional random walks killed on a finite set
• Asymptotic behaviour of a random walk killed on a finite set
• On the survival probability of a random walk in random environment with killing
• Random walks systems with killing on ℤ
• The Green functions of two dimensional random walks killed on a line and their higher dimensional analogues

Cites work

• A Tauberian Theorem and Its Probability Interpretation
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• scientific article; zbMATH DE number 3519673 (Why is no real title available?)
• scientific article; zbMATH DE number 3560403 (Why is no real title available?)
• Marches de Harris sur les groupes localement compacts. II
• Marches récurrentes au sens de Harris sur les groupes localement compacts. I
• Potential theory of random wlaks on Abelian groups
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• Potentiel markovien récurrent des chaînes de Harris. (Recurrent Markov potential of Harris chains)
• Random walk on countably infinite Abelian groups

Cited in

(7)

• One dimensional random walks killed on a finite set
• Random walks systems with killing on ℤ
• Asymptotic behaviour of a random walk killed on a finite set
• A graph discretized approximation of semigroups for diffusion with drift and killing on a complete Riemannian manifold
• Can one condition a killed random walk to survive?
• Fast and robust method for screened Poisson lattice Green's function using asymptotic expansion and fast Fourier transform
• Erratum: Killed random processes and heat kernels

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