On representations and simulation of conditioned random walks on integer lattices

DOI10.33048/SEMI.2021.18.116zbMath1493.60079OpenAlexW4206545326MaRDI QIDQ2145050

Aleksandr Ivanovich Sakhanenko, Sergeĭ Georgievich Foss

Publication date: 17 June 2022

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

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

zbMATH Keywords

conditioned random walkregenerative sequenceaccompanying processbounded local timespotential regenerationseparating levelsskip-free distributions

Mathematics Subject Classification ID

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

Cites Work

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

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