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

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Publication:2156338

DOI10.1007/S10955-022-02957-9zbMATH Open1493.60143arXiv2111.03028OpenAlexW3210137009MaRDI QIDQ2156338FDOQ2156338


Authors: Nina Gantert, Achim Klenke Edit this on Wikidata


Publication date: 18 July 2022

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

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 tvarrho for some varrho>0 but is not regularly varying. We compute the oscillations of tvarrho,P[T>t] as toinfty explicitly.


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




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