The tail of the length of an excursion in a trap of random size

DOI10.1007/S10955-022-02957-9MaRDI QIDQ2156338zbMATH OpenOpenAlexFDO

Authors Nina Gantert, Achim Klenke

Publication date 18 July 2022

Published in Journal of Statistical Physics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2111.03028

zbMATH Keywords

trapping phenomenaexcursions of random walkstail of the population size in a branching process in random environmenttails of hitting times

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sums of independent random variables; random walks (60G50) Discrete-time Markov processes on general state spaces (60J05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: Consider a random walk with a drift to the right on $0,ldots,k$ where $k$ is random and geometrically distributed. We show that the tail $P[T>t]$ of the length $T$ of an excursion from $0$ decreases up to constants like $t^{-varrho}$ for some $varrho>0$ but is not regularly varying. We compute the oscillations of $t^{v}arrho,P[T>t]$ as $toinfty$ explicitly.

Recommendations

• The length of an excursion above a linear boundary by a random walk
• Local tail asymptotics for the joint distribution of the length and of the maximum of a random walk excursion
• On the length of the longest excursion
• Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments
• Local asymptotics for the area under the random walk excursion

Cites work

• scientific article; zbMATH DE number 3604123 (Why is no real title available?)
• Biased random walks on Galton-Watson trees
• Biased random walks on Galton-Watson trees with leaves
• Biased random walks on random graphs
• Conditional percolation on one-dimensional lattices
• Einstein relation for random walk in a one-dimensional percolation model
• Mellin transforms and asymptotics: Harmonic sums
• Near-constancy of the harris function in the simple branching process
• Near-constancy phenomena in branching processes
• On the anisotropic walk on the supercritical percolation cluster
• On the maximum of a subcritical branching process in a random environment.
• Phase transition for the speed of the biased random walk on the supercritical percolation cluster
• Probability theory. A comprehensive course
• Random walks in a random environment
• Randomly biased walks on subcritical trees
• Regularity of the speed of biased random walk in a one-dimensional percolation model
• Stable limit laws for randomly biased walks on supercritical trees
• Subexponential tail asymptotics for a random walk with randomly placed one-way nodes
• Tail estimates for one-dimensional random walk in random environment
• The Asymptotic Probability of the First Degeneration for Branching Processes with Immigration
• The speed of biased random walk on percolation clusters
• The speed of critically biased random walk in a one-dimensional percolation model

Cited in

(5)

• On the first positive and negative excursion exceeding a given length
• scientific article; zbMATH DE number 5173438 (Why is no real title available?)
• Biased random walk on spanning trees of the ladder graph
• Speed function for biased random walks with traps
• Biased random walk on supercritical percolation: anomalous fluctuations in the ballistic regime

This page was built for publication: The tail of the length of an excursion in a trap of random size

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2156338)